Basel rules allow a combination of internal and standardised models
PRA capital methodology will change rules for modelling
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Pillar II articles
Charge was felt to be "too difficult to capture" without complex rules
Proposal by UK banking watchdog receives mixed initial response
QIS was due to get under way last month but will now start in mid-2015
New guidelines prescribe make-up of Pillar II capital add-ons for first time
Findings of EBA review to be discussed on December 5
Assessment should be integrated in management planning
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...
Instability of capital framework should be reflected in plans for soft-launch
Authority promises guidelines on early implementation of risk governance and Orsa rules, but some doubt remains
Eiopa chairman says it is time to 'move on' with Solvency II as lack of certainty is threatening EU's credibility
French regulator also considering adjusting pre-approval schedule
Smoothing the flow
Pillar II is causing banks to face challenges from host regulators
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.