Video: Algorithmics' Michael Zerbs on the ‘unintended consequences’ from Basel III
Algorithmics' president and chief operating officer Michael Zerbs talks about the long-term impact of moving from Basel II to Basel III, including some 'unintended consequences' likely to emerge from the move to central clearing as well as the specific challenges faced by Asian banks.
The process of moving from Basel II to Basel III regulatory capital rules will likely have significant unintended consequences and the path will not necessarily be easy for Asian banks, particularly in areas such as liquidity risk management and credit valuation adjustment, according to Michael Zerbs, president and chief operating officer of risk management technology company Algorithmics.
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