Internal ratings-based (irb) approach
Basel Committee publishes reform package for consultation
Published online only
Source: Risk magazine
The Basel Committee on Banking Supervision today published keenly awaited proposals for changes to the Basel II framework, which will see banks required to hold a higher quality and quantity of capital,...
Published online only
Source: Operational Risk & Regulation
The UK Financial Services Authority (FSA) has fined UBS £8 million for systems and controls failures that allowed four employees to carry out unauthorised transactions using customers’ money. The...
Published online only
Source: Operational Risk & Regulation
Principles outlining the BIS’ expectations for firms using the use test have been set out by the BCBS.
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Basel II to encourage smaller banks to invest in risky assets
Published online only
Source: Risk magazine
The new Basel II capital rules will encourage smaller banks to invest in riskier assets, according Peter Plaut, a managing director in fixed income research at Bank of America in New York.
Basel II to reduce capital on rated securitisation positions
Published online only
Source: Operational Risk & Regulation
The minimum capital requirements under the new Basel framework, also known as Basel II, will lower the amount of capital that implementing banks will be charged for rated securitisation positions, according to new research by FitchRatings, the rating...
China's largest banks prepare for Basel II
Published online only
Source: Operational Risk & Regulation
Increased competition and the desire to expand overseas is forcing Chinese banks to start preparing for the implementation of the new Basel Accord, also known as Basel II, according to supervisory officials in that country.
PD estimates for Basel II
Published online only
Source: Operational Risk & Regulation
One of the main issues banks will have to face to comply with the new Basel II internal ratings-based approach is to prove that the long-run average probabilities of default they assign to their clients, which will be used as the basis for regulatory...
Setting a target for Basel II
Published online only
Source: Operational Risk & Regulation
Singapore and South Korea regulators set deadlines for Basel II
Basel Committee forms validation subgroup
Published online only
Source: Operational Risk & Regulation
The Basel II Accord Implementation Group (AIG) has established a subgroup to examine issues related to validation. The subgroup is chaired by Lorey Hoffman of the Canadian Office of the Superintendent of Financial Institutions, and consists of both Basel...
American regulators release proposed guidance for IRB systems for retail...
Published online only
Source: Operational Risk & Regulation
The Federal Reserve System, the Federal Deposit Insurance Corporation, the Office of the Comptroller of the Currency and the Office of Thrift Supervision (The Agencies) have proposed guidelines for Internal Ratings-Based Systems for Retail Credit Risk...
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