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 three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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...
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.