How Russia will deal with Basel II

NEWS

What is the expected timeframe for Basel II implementation in Russia?

Taking into account the state of the financial markets and the development priorities of the Russian banking sector, Basel II is expected to be implemented in Russia in 2008-2009, with Pillar I envisaged for implementation in 2008, and Pillars II and III in 2009.

What approaches for credit and operational risk are the majority of banks most likely to implement by this deadline?

By this deadline, the Simplified Standardised

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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…

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