QIS4 results show additional capital is needed, says S&P

In a report, Latest Test Run of Basel II Raises Troubling Issues for Regulators, the S&P financial institutions group says the potential outcome of Basel II is that bank regulators would need to make material capital charges for non-credit risks, notably interest rate risk, concentration risk, strategic risk, liquidity risk and the effect of the business cycle.

The second pillar of the framework (supervisory review process) notes that these risks are not covered in the Pillar I

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