Perhaps only by comparison with the 1988 Basel capital Accord does its successor look appealing. Basel I is widely derided for institutionalising irrationality in lending and loan portfolio management.
Securitisation and related forms of credit risk transfer are unlikely to suffer in the long-term under the Basel II proposals, according to a report published today by financial and risk management consultancy, Mercer Oliver Wyman.
Risk invited leading players in the securitisation industry to a round-table discussion on thefuture of new business. Despite a booming Italian market, concerns over regulatory issuesdominated proceedings.
CP3 Alert covers the most significant changes incorporated into CP3 by the Basel Committee, including alterations to the sections on securitization, operational risk, residential mortgages, credit derivatives, and the supervisory and public disclosure...
The Basel Committee on Banking Supervision, the architect of new banking regulation, Basel II, which is due for implementation by the end of 2006, has made a number of concessions in its proposed treatment of risk mitigation techniques in the release...
The treatment of securitisations under current proposals in the Basel Committee on Banking Supervision's Basel II capital Accord is likely to be "overly punitive", according to credit rating agency Fitch.
BNP Paribas has hired Sunny Park as a Hong Kong-based associate director and structured credit research analyst. She is due to start work at the French bank this week, and was previously an analyst in the structured finance division of credit rating agency...
The Polish government hopes to boost competition in the electricity market through a controversial securitisation plan that it will use to buy out long-term contracts between generators and the transmission grid operator. Maria Kielmas reports
The Asian securitisation market had its most successful year ever in 2002, with cross-border issuance reaching a record $5.56 billion, according to a report by ratings agency Moody’s Investors Service.
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place.
The European Securitisation Forum (ESF), a banking industry body, said the proposed Basel II capital Accord, proposed by banking regulators, stands to unfairly penalise their business.
BASEL – Global banking regulators today issued their delayed working paper on the treatment of asset securitisations under the complex, risk-based Basel II bank capital accord.
BASEL – Global banking regulators hope to issue very shortly the delayed discussion paper on asset securitisation in the context of the complex Basel II capital accord that’s aimed at making the world’s banking system safer.
BASEL – Global banking regulators have delayed the issue of their working paper on the treatment of asset securitisation under the complex Basel II bank capital until late next week.
Global banking regulators have delayed the issue of their working paper on the treatment of asset securitisation under the complex Basel II bank capital Accord until late next week.
BASEL – Global banking regulators hope to issue their working paper on the treatment of asset securitisation under the complex Basel II bank capital accord next week, regulators said.
Global banking regulators said they launched their key survey today seeking information on how the Basel II bank capital accord aimed at making the world’s banking system safer would affect banks.
BASEL - The planned paper on asset securitisation in the context of the Basel II bank accord will not be published today as hoped, but is likely to be issued some time next week, global banking regulators said.
BASEL – Global banking regulators plan to issue a package of documents on the Basel II bank accord tomorrow, including a key survey seeking information on how the complex, risk-based accord might affect banks around the world.
LONDON - Banks would be wise to make their views on the complex Basel II bank capital accord known via the key QIS 3 survey that’s due out on October 1, the UK’s chief financial regulator said today.
Peter-Paul Hoogbruin, Harmenjan Sijtsma and Viktor Tchistiakov of ING Group Credit Risk Management present a framework for valuing securitisation tranches from an investor’s perspective.
LONDON – Global banking experts have agreed proposals for treating the credit risks for banks of asset securitisation under the complex Basel II capital accord.
LONDON – Technical experts expect this week to finalise their proposals for handling the one major issue still outstanding in the complex Basel II accord aimed at making the world’s banking system safer – the technically thorny question of how to...
The French banking regulator ruling to change the capital risk weighting system on securitisations continues to cause confusion, with market commentators stating that a final decision may be delayed until September.