News/Risk management/Risk management
UK bankers fear capital floors higher under latest Basel II plans
The British Bankers' Association (BBA) is concerned that global banking regulators appear to have raised and expanded the application of the capital charges floor in the Basel II bank Accord, a BBA official said today.
European Union Basel II/Cad 3 timetable remains tight
The European Commission’s plans to apply risk-based protective capital rules to banks in the European Union (EU) remain on a tight schedule following yesterday’s progress statement on the Basel II bank Accord by global banking regulators, a Commission…
Isda welcomes “positive” Basel II statement
The progress statement on the Basel II bank accord issued today by global regulators was mostly positive, said officials at the International Swaps and Derivatives Association (Isda), the trade body for the world’s financial risk management industry.
Basel II op risk floor abandoned
Global banking regulators said today they would eliminate the floor on capital charges under the advanced approaches to measuring operational risk in the Basel II bank accord.
Regulators say main Basle II issues agreed
Global banking regulators believe there are now no substantial issues remaining with the complex Basel II rules on bank capital following an agreement on key issues announced today.
National regulators able to ‘opt out’ of Basel II maturity treatment
The Basel Committee on Banking Supervision, the architect of Basel II, has climbed down from its initial plans to force banks to include a full maturity adjustment on capital allocated against risk of defaulting loans, in its proposed mark-to-market…
UK bankers fear capital floors higher under latest Basel II plans
The British Bankers' Association (BBA) is concerned that global banking regulators appear to have raised and expanded the application of the capital charges floor in the Basel II bank Accord, a BBA official said today.
Credit Markets Update: France Telecom fluctuates in thin markets
The cost of credit protection on troubled telco France Telecom fluctuated this week within a 100 basis point range, causing knock-on effects on the spreads of other European telecoms in jittery markets that saw little trading activity. But positive…
Eurostat ruling likely to slow government securitisations
New rules issued on government securitisations late yesterday by Eurostat, the statistical body of the European Commission, could slow the sovereign securitisation market, according to industry participants. The rules, which cement the accounting…
ING Financial Markets to use Credient for credit portfolio management
The Netherlands-based ING Group has selected SunGard Trading and Risk Systems' Credient application to support its credit portfolio management business.
Basel II credit risk charge to be lower with modifications, says survey
Banks using a more complex risk measurement approach under the Basel II bank Accord, once potential modifications are put in place, would have lower credit risk capital charges than under the current Basel I Accord. This is the view of global banking…
