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
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Pillar ii articles
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
Bernd Rummel describes EBA push for Europe-wide approach to capital rules
Banks asked to draw up blueprints for resolution as part of a pilot scheme
Firm-wide stress testing can take up to seven months, said Piers Haben, chairman of the Committee of European Banking Supervisors' (Cebs) workstream on stress testing, speaking at a public hearing held...
In addition to providing guidelines for calculation of minimum capital requirement and defining market disclosure requirements, one of the major objectives of the Basel II Accord is to improve risk management...
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.