A new product could smoothe the gap between capital and accounting rules
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Basel ii articles
Volume 8, Issue 2 (2014)
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.