HKMA is first Asian regulator to implement Basel III counter-cyclical capital buffer
Using a long history of public firm defaults, this study illustrates a validation approach for jointly testing the impact of probability of default and correlation upon economic capital model performance....
Indian banks are in need of regulatory compliant capital instruments – but domestic investors are wary
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Moody's articles
Insurance Risk Solvency II Solutions Guide 2012/13
Low natural gas prices, weak power demand and rising costs put pressure on credit ratings
A number of downgraded banks are required to find swap counterparty replacements for over 300 structured finance transactions – but this is proving difficult, with few candidates willing or able t...
Deutsche Bank says the luxury goods sector is especially promising in the current financial climate, while Bank Vontobel in Switzerland has launched its fifth structured product based on a basket of...
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
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.