NPR updated to include the standardised approach
Comments are being sought for proposed rules on Basel II. The rules were updated by the FDIC yesterday to request comments on using the standardised approach.
“The agencies have responded to certain requests from the industry to seek comment on alternative risk-based capital approaches, and have clarified that in evaluating credit risk, banking organizations should not rely on the possibility of US government financial assistance, except for the financial assistance that the government has
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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Risk management
Margin failings raise concern over Treasury basis trade
Opaque models at clearing houses cast doubt on calculations for concentration add-on
New developments in XVA: bank strategy in a changing world
Derivatives valuation has grown in complexity since the the financial crisis that began in 2007–08. It now encompasses a broader range of risk factors, including credit, funding, margin and capital – all of which can affect banks’ competitiveness and…
New UK clearing rules: same as the old rules?
Clearing experts doubt UK regulation can diverge significantly from Emir and global standards
Op risk data: TD Bank takes $95m pill for pyramid scheme
Also: GE settles after juicing asset manager sale; keeping conflicts of interest quiet. Data by ORX News
Europe looks to US for guidance as market braces for T+1
Operations professionals in Europe look across the pond for lessons in managing shorter settlement cycles
FSB warned not to overfill its planned CCP resolution toolbox
Network contagion could make cash calls systemically risky, but TLAC also controversial
FRAML solutions 2023: market and vendor landscape
As concerns around financial crime escalate, financial institutions and regulators are placing greater emphasis on combined FRAML solutions. For financial institutions the benefits of an integrated FRAML platform include improved capabilities,…
AI in risk management: one giant leap forward or a risk too far?
As technology advances at lightning speed, AI brings its own, not inconsiderable, risks. How, then, are today’s risk managers using AI tools to their best advantage – and what threats do they face along the way? In a Risk.net webinar, sponsored by FIS,…
