Compliance by default

Basel II

Until 2005, it seemed that market risk would be relatively unaffected by the introduction of Basel II, in contrast to the sweeping changes to the rules for credit and operational risk. The first indication of material changes to the market trading risk regime was given by regulators in their consultative document of April 2005 and in their final amendment to Basel II, issued in July 2005 (Basel Committee on Banking Supervision, 2005a). The July 2005 document required banks to explicitly model

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here