BBVA has been given until December 2011 to make improvements to its AMA model by the Bank of Spain, or will not obtain the capital savings the AMA allows
After initially embracing CoCos, regulators’ ardour seems to have cooled – with some banks fearing excess caution could limit a promising source of bank capital. But even without a further supervisory...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Basel ii articles
Basel III has incorporated credit valuation adjustment (CVA) in calculations of regulatory capital for counterparty credit risk (CCR). CVA appears via a completely new CVA capital charge and a downward adjustment of exposure-at-default. In this article,...
Pillar II is causing banks to face challenges from host regulators
Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
Risk-weighted assets (RWAs) play a crucial role in minimum bank capital requirements under the Basel framework. However, regulators are increasingly anxious about differences in the calculation of RWAs between firms. Just how much of a problem is it?...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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