FSA approves Alliance & Leicester's Basel II regime
More Basel II articles
Ben Bernanke tells Senator Shelby Basel II NPR deadline will be met
The paper develops a value-at-risk (VAR) methodology to assess Italian banks’ interest rate risk exposure. By using five years of daily data, the exposure is evaluated through a principal component VAR...
Lebanon & Gulf Bank selects Misys Almonde to comply with Basel II regulatory requirements and fulfil its Asset Liability Management requirements.
A survey conducted by Oracle India, i-flex solutions and the Indian Banks Association (IBA) has revealed that a majority of Indian banks plan to build comprehensive risk management systems while pro...
Comparing the views of two US banking supervisors shows just how close the US is to reaching an impasse over Basel II.
US agencies issue more guidance on Basel II
Integrating coherences between defaults and loss given default (LGD) is postulated by Basel II. If there is a positive correlation between the two, separate models for each lead to biased estimates ...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.