Basel II
Stress testing is the best option to counter Basel II cyclicality problem, say regulators
BASEL – Global banking regulators said stress testing of internal ratings based (IRB) methods of measuring bank credit risk is the best option in terms of tackling the possibility that the complex Basel II bank capital accord could reinforce economic…
Basel II securitisation paper expected next week
BASEL – Global banking regulators hope to issue their working paper on the treatment of asset securitisation under the complex Basel II bank capital accord next week, regulators said.
Basel regulators don’t foresee lengthy talks on Basel II
BASEL – Global banking regulators don’t foresee lengthy talks with banks when they issue their third and final consultation paper next year on the complex and much-delayed Basel II bank capital accord.
Basel II regulators issue key QIS 3 survey
Global banking regulators said they launched their key survey today seeking information on how the Basel II bank capital accord, aimed at making the world’s banking system safer, would affect banks.
Basel II securitisation paper expected next week
Global banking regulators hope to issue their working paper on the treatment of asset securitisation under the complex Basel II bank capital accord next week, senior Basel officials said.
Taming the FIX connection
With large firms now juggling dozens of FIX connections, industry organizations and vendors are trying to soothe the protocol’s first set of growing pains.
The credit risk time bomb
Insurers remain very keen to both guarantee and invest in credit derivatives products, but key regulators are about to release reports indicating that risk transfer between the insurance and banking sectors might not be such a good idea.
Basel II regulators issue key QIS 3 survey
Global banking regulators said they launched their key survey today seeking information on how the Basel II bank capital accord aimed at making the world’s banking system safer would affect banks.
PHLX Rigs Database For Contingency
When its internally developed database began showing signs of strain from rising options volumes, the exchange sought a new disaster recovery solution. Its choice: an in-memory database.
Basel II securitisation paper delayed
BASEL - The planned paper on asset securitisation in the context of the Basel II bank accord will not be published today as hoped, but is likely to be issued some time next week, global banking regulators said.
Implementing Basel II: the practical implications
180 risk professionals gathered in London last month to discuss the practical implications of implementing Basel II. National discretion, economic capital models and data collection and consistency were all hot topics at this PRMIA/ISDA-hosted event.
Basel II securitisation paper delayed
The planned paper on asset securitisation in the context of the Basel II bank accord will not be published today as hoped, but is likely to be issued some time next week, global banking regulators said.
Key Basel II package expected tomorrow
BASEL – Global banking regulators plan to issue a package of documents on the Basel II bank accord tomorrow, including a key survey seeking information on how the complex, risk-based accord might affect banks around the world.
Key Basel II package expected tomorrow
Global banking regulators plan to issue a package of documents on the Basel II bank accord tomorrow, including a key survey seeking information on how the complex, risk-based accord might affect banks around the world.
Basel II system improvements still unclear, says UK regulator
The precise steps banks need to take to ensure their risk management systems are compliant with the proposed Basel II capital accord aimed at making the world’s banking system safer is unclear, a UK regulator said yesterday.
System improvements needed for Basel II still uncertain
LONDON – There can be no certainty at present over precisely what steps banks need to take to ensure their risk management systems are compliant with the proposed Basel II capital accord aimed at making the world’s banking system safer, a UK regulator…
Op risk rules inadequate, says Isma professor
LONDON - The Basel II capital accord rules regarding operational risks for financial institutions are inadequate, Jacques Pézier, a visiting professor at Reading University’s Isma Centre, told delegates at a conference in London this morning.
Op risk rules inadequate, says Isma professor
The Basel II capital accord rules regarding operational risks for financial institutions are inadequate, Jacques Pézier, a visiting professor at Reading University’s Isma Centre, told delegates at a conference in London this morning.
UK expects EU countries to reopen Basel II arguments
UK regulators expect that other European Union (EU) countries will try to reopen Basel II bank accord discussions within the EU framework, a senior UK supervisor said on Monday.
UK expects EU countries to reopen Basel II arguments
LONDON – UK regulators expect that other European Union (EU) countries will try to reopen Basel II bank accord discussions within the EU framework, a senior UK supervisor said yesterday.
FSA urges UK banks to look hard at EU capital proposals
UK banks should look hard at a draft text of European Union (EU) capital rules that the European Commission plans to issue around the end of October, the UK’s senior financial regulator said today.
Banks advised to make Basel II views known in QIS 3
LONDON - Banks would be wise to make their views on the complex Basel II bank capital accord known via the key QIS 3 survey that’s due out on October 1, the UK’s chief financial regulator said today.
Insurers enter the credit derivatives restructuring debate
A group of insurance companies active in the credit derivatives market has submitted a letter to the International Swaps and Derivatives Association suggesting language changes to the trade association’s restructuring definitions.
London Bridge acquires stake in Amelia Financial Systems
LONDON – London-based operational risk management software firm Amelia Financial Systems said today that London Bridge Software Holdings plc had acquired a stake in the company of less than 20%. However, they declined to give a specific figure.