Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
Volume 8, Issue 2 (2014)
More Basel ii articles
Volume 10, Issue 2 (2014)
Insurance against cyber risk is a growing market, but doubts remain over its effectiveness
The experience of the 2008 crisis shows that leverage ratios are better warning signs than more complex measures such as capital ratios
Central bank to study need for counter-cyclical buffer in a developing economy
There is a magic number in bank capital rules – 5,000 trades – below which portfolios qualify for a lower margin period of risk. Some dealers are now trying to cut their books down to size. Othe...
Basel III sovereign cap creates internal model headache for Malaysian banks
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.