Basel III sovereign cap creates internal model headache for Malaysian banks
When estimating loss given default (LGD) parameters using a workout approach, ie, discounting cashflows over the workout period, the problem arises of how to take into account partial recoveries from incomplete...
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Basel ii articles
ORX chairman says Basel II definition is fundamentally flawed
Sigor chair says review focus will be on capital model credibility and comparability
Despite the crisis giving operational risk the recognition it deserves, its value continues to be called into question. Craig Spielmann, head of operational risk at RBS Americas, talks about learning from credit and market risk practices and the benefits...
Economic growth has leapt ahead of Indonesian banks’ ability to assess the credit risk they are being exposed to – but with the central bank finally implementing Basel II is there a regulatory solution to these problems?
Higher capital requirements would incentivise banks to fix their problems more than fines, says Craig Spielmann at RBS
Swings in op risk capital traced to flaws in MLE
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.