Andrew hickman
US financial institutions face major challenges under Basel II, says...
Published online only
Source: Operational Risk & Regulation
Financial institutions in the US face tremendous challenges under the new Basel Accord, also known as Basel II, according to Financial Insights, a financial services research firm based in Framingham,...
Published online only
Source: Operational Risk & Regulation
The Basel Committee’s new consultative paper allows banks to internally rate individual credits. But at the portfolio level, Basel wants to apply a single model framework, based in part on a technical...
Published online only
Source: Operational Risk & Regulation
H Ugur Koyluoglu and Andrew Hickman explore the common ground between the new credit risk models and the implications for risk management and regulatory capital reform.
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