Technology/Economics

• Economics

Sponsor's article > Don't count on buffers

One possible mitigator of the pro-cyclical impact of risk-sensitive capital requirements would be counter-cyclical changes in capital buffers. Empirical evidence on this issue is scarce and a new regulatory capital regime could well induce a behavioural…

• 13 Feb 2003

• Technology

Software survey 2003

Credit technology hogged the spotlight in 2002, as the spectacular collapse of a host of corporate giants combined with movement on the Basel II Accord focused everyone's attention on this class of exposures.

• 28 Jan 2003

• Technology

Software survey 2003

Survey

• 01 Jan 2003

• Structured products

German focus: Trouble below deck

Despite weathering a number of storms over the past decade, notably reunification and monetary union, the German economy is facing a new threat.

• 06 Sep 2002

• Basel Committee

Pro-cyclicality in the new Basel Accord

Could Basel II worsen recessions? By backtesting the proposed capital rules to the last recession, D. Wilson Ervin and Tom Wilde argue that the increased risk sensitivity of loan portfolio regulatory capital in the new Accord could have unwelcome…

• 01 Oct 2001

• Markets

Basel part two: the jury's verdict

Twelve risk experts and regulators assess the impact of the Basel Committee's proposals.

• 01 Feb 2001

• Economics

Systemic Risk Model: Add Capital, Remove Bailout Policies

FRONT PAGE

• 17 May 1999