Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets
Pillar II is causing banks to face challenges from host regulators
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.
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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?...
The China Banking Regulatory Commission has eased regulatory capital requirements on the small business lending activities of banks, effectively carving these out from loan-deposit ratios. The move looks set to bolster lending to small enterprises while...
Reporting is key to competent risk management, yet is often neglected, New York Fed op risk specialist warns
Eddy Wymeersch calls for independent risk function at top level
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