Both probability of default (PD) and loss given default (LGD) constitute relevant input parameters for credit risk management in pillars I and II. Assuming that both default data and loss data have been...
Draft delegated acts suggest the last liquid point for non-euro currencies could shift
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Pillar i articles
Concerns raised over Eiopa’s discretion over methodology
Instability of capital framework should be reflected in plans for soft-launch
Supervisors say existing guidance has yet to be tested and may not work
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust i...
French regulator also considering adjusting pre-approval schedule
Smoothing the flow
Bernd Rummel describes EBA push for Europe-wide approach to capital rules
Delaying compliance with the New Basel Accord would save UK banks substantial amounts of money, according to research by Cass Business School of London.
BASEL - The third Basel II quantitative impact study, or QIS 3, brings bankers up to date with the latest thinking of global banking regulators on the treatment of operational risk under the complex...
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.