Advanced Internal Ratings-Based Approach (A-IRB)
Regulators argue a backstop is needed to avoid too-low modelled numbers
Mending the RWA machine
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Advanced Internal Ratings-Based Approach (A-IRB) articles
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
Under one accord
On the scrapheap
Time for scrutiny
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
Nordic banks want to use the Basel framework’s advanced approach to credit risk capital, but local regulators are insistent that data – rather than judgement – has to be the basis for the calc...
SunGard Trading and Risk Systems, an operating group of SunGard (NYSE:SDS), has announced that UK-based Portman Building Society has chosen SunGard's Basel II Capital Manager to help it to comply wi...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.