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...
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 ii articles
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
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...
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.