Basel faulty

Basel faulty

david-rowe

Since the mid-1980s, when I left economic forecasting in favour of financial risk management, I have voiced specific criticisms about the details of the Basel capital accord, which was first agreed in 1988 and has now reached its third iteration, Basel III. I felt the Basel Committee on Banking Supervision was remarkably late to the party in using dynamic simulation methods to evaluate counterparty credit exposure – a policy change that appeared in Basel II in 2005.1 I also agreed with the view

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