Advanced internal ratings-based approach (a-irb)
Mending the RWA machine
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Advanced internal ratings-based approach (a-irb) articles
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...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.