Emerging nations consider Basel II

Released at the end of July, Implementation of the new capital adequacy framework in non-Basel Committee member countries, also shows that the Caribbean will have the lowest implementation level, followed by Asia.

In fact, the Hong Kong Monetary Authority announced in sister publication AsiaRisk in July that it would not be permitting banks to use the advanced measurement approach at all. "It’s the only thing in Basel II we’re not going to allow initially because we don’t believe that building up

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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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