A new KPMG survey shows the revised Indian deadline of March 2009 should boost Basel II take-up
A recent research task force project reviews the impact of credit risk on levels of bank distress
Speaking at the Institute for International Bankers Seminar the Governor sought to highlight recent US Basel II compliance developments
MAS set out their fourth consultation on Basel II and its requirements
Daniele Nouy speaks about the Committee's latest work on the Basel Accord
International banking regulators, meeting in Mexico, have endorsed 25 updated Basel core principles for effective banking supervision.
This months OR&C Intelligence survey suggests that firms are preparing to buy into ERM but there are concerns that the change may not happen. Ellen Davis reports
Complaints are reaching me about the way in which the US regulators have released the notice of proposed rulemaking (NPR). My sources point out that the advance notice of proposed rulemaking – released way back in those halcyon days of August 2003 –...
Low-default portfolios are a key Basel II implementation challenge, and various statistical techniques have been proposed for use in PD estimation for such portfolios. To produce estimates using these techniques, typically Monte Carlo simulation is required....
When I lived in New York City – for most of my 20s – I remember a Thai dinner with a university friend who moaned about the demise of her most recent relationship. Her complaint, oddly enough, was not that her boyfriend had cheated on her. She was...
After three years in office, Jaime Caruana is to step down as chairman of the Basel Committee on Banking Supervision. Since May 2003, he has divided his time between Basel in Switzerland, where he oversaw the completion of the Basel II capital adequacy...
Netherlands Bank president Nout Wellink will succeed Jaime Caruana as chairman of the Basel Committee on Banking Supervision.
As an American living in London, I've been acutely aware of the differences a small body of water can make to people's perceptions on certain issues.
Ellen Davis talks to Danièle Nouy, chair of the Committee of European Banking Supervisors about the CRD, Pillar III and divergence, along with other issues currently occupying the CEBS
Op risk programmes are no longer just about Basel II, according to the latest OR&C Intelligence survey. Ellen Davis reports
Op risk managers are taking an integrated approach to the two thorns in their side – Basel II and SOX – writes Choongo Moonga
The US notice of proposed rulemaking (NPR) has finally been published.
Minh-Tri Nguyen and Martin Ottmann aim to quantify op risk with multi-stage curve fitting and extreme value theory applied with the loss distribution approach
Well, has Basel II finally ridden off the rails in the US? This seems to be the case. The inclusion of a new study on Basel II, to be conducted by the General Accounting Office, does rather seem to threaten the timetable that the US regulators announced...
Accessing operational risk is vital for any bank that wants to reach Basel II compliance.
Regulators have earned mixed reviews on Basel II implementation. By Protiviti's Angela Isaac and Cem Baydar