S&P to calculate bank risk capital
Credit rating agency Standard & Poor’s (S&P) is said to be planning to evaluate the risk capital set aside by banks from January 1, 2008.
The move comes as banks seek to meet Basel’s Pillar II requirements.
S&P is reported to have said that the move comes as part of an attempt to assess overall risk levels better. It is particularly interested in capturing single-name concentrations, diversification through industry and geography and interest-rate risk. The agency believes this will enable it to provide its investor clients with more
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