Quantitative Impact Study (QIS) 3
Third round of QIS3 launched
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Quantitative Impact Study (QIS) 3 articles
Although the US remains committed to completing work on Basel II by mid-2004, many complex issues must be resolved before the new capital Accord can be implemented, according to John Hawke, the US C...
Basel Committee for Banking Supervision chairman Jaime Caruana strongly defended the group's proposals for credit risk weightings for loans to small and medium-sized enterprises (SMEs) to the audien...
The Basel Committee on Banking Supervision is said to be preparing to release both the third consultative paper (CP3) and the third quantitative impact study (QIS3) this week.
UBS, the Switzerland-based financial institution, says its overall capital will increase under the Basel Accord revisions, as currently outlined in the third quantitative impact study (QIS3). In add...
LONDON — Executive recruiters are seeing a strong rise in interest in hiring operational risk talent for commercial and investment banks, and dozens of fresh mandates.
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.