Much of the focus of regulators has been on banks since the financial crisis. The Basel Committee on Banking Supervision has published a long list of modifications to its capital framework, including the introduction of a stressed value-at-risk measure, an incremental risk charge and revised resecuritisation risk weights. Other changes, including the introduction of a capital buffer and liquidity ratios, will follow after the Basel Committee’s meeting this month.
Nonetheless, there are plenty of
The week on Risk.net, July 7-13, 2018Receive this by email