QIS4 report reignites Basel II debate over capital requirements

Risk staff
01 Apr 2006

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Differences in both data and methodologies used during the Bank for International Settlements' fourth quantitative impact study (QIS4) led to the wide dispersion in minimum risk-based capital requirements among the 26 US institutions that took part, according to an inter-agency report released in February that assessed the impact of Basel II implementation in the US.

The tentative first analysis of QIS4 last year implied US institutions would see an average median drop in required risk-based

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]