Basel II
Compromises allow Basel II to progress
The Basel Committee on Banking Supervision said last month that there were no substantial issues remaining with the complex Basel II capital Accord, after a series of compromises involving the capital treatment of loans to small and medium-sized…
McDonough staying with Basel II, Crockett leaving BIS
BASEL, SWITZERLAND - New York Federal Reserve Bank president William McDonough said in July he would continue as head of the group of global banking regulators drafting the controversial Basel II bank capital rules until the job was done.
US agency forms working group on Basel II’s third pillar
A working group of financial services industry members and regulators is being formed by the US Federal Deposit Insurance Corporation (FDIC) to recommend a four-point disclosure policy for the third pillar of the Basel II bank Accord.
Using Bayesian networks to predict op risk
By combining qualitative and quantitative data, Bayesian networks offer the perfect solution to the compelling need for an integrated approach to operational risk management, say Martin Neil and Ed Tranham.
Basel reissues op risk paper to give broader scope
Global banking regulators reissued a consultative paper on sound practices for operational risk management today, to give it a broader scope for smaller, local banks.
US agency forms working group on Basel II’s third pillar
A working group of financial services industry members and regulators is being formed by the US Federal Deposit Insurance Corporation (FDIC) to recommend a four-point disclosure policy for the third pillar of the Basel II bank Accord.
Basel reissues op risk paper to give broader scope
Global banking regulators reissued a consultative paper on sound practices for operational risk management today, to give it a broader scope for smaller, local banks.
UK adjusts timetable to Basel II delays
London - UK regulators said today they would implement their plans for uniform, risk-based rules for UK-based banks, insurance companies and securities firms in several stages, instead of one or two, following delays to the Basel II bank accord.
UK says op risk paper will prepare firms for Basel II
London – Financial firms complying with the operational risk policy outlined today by UK financial regulators should be well prepared for the systems and controls needed under the Basel II bank accord and parallel European Union (EU) rules.
UK adjusts timetable to allow for Basel II delays
UK regulators said today they would implement their plans for uniform, risk-based rules for UK-based banks, insurance companies and securities firms in several stages, instead of one or two stages, following delays to the Basel II bank accord.
French securitisation ruling likely to be delayed further
The French banking regulator ruling to change the capital risk weighting system on securitisations continues to cause confusion, with market commentators stating that a final decision may be delayed until September.
French securitisation ruling likely to be delayed further
The French banking regulator ruling to change the capital risk weighting system on securitisations continues to cause confusion, with market commentators stating that a final decision may be delayed until September.
Banks will get Basel II survey spreadsheets tomorrow
Some 300 banks in 36 countries will tomorrow receive draft spreadsheets and an information pack relating to the crucial QIS 3 survey for the complex Basel II bank capital Accord, global banking regulators said today.
Banks will get Basel II survey spreadsheets tomorrow
Some 300 banks in 36 countries will tomorrow receive draft spreadsheets and an information pack relating to the crucial QIS 3 survey for the complex Basel II bank capital Accord, global banking regulators said today.
UK details three-phase Basel II implementation plan
UK regulators said today they plan a three-phase implementation of the Basel II capital Accord and parallel European Union banking rules with a target date of December 31, 2006.
UK details three-phase Basel II implementation plan
UK regulators said today they plan a three-phase implementation of the Basel II capital Accord and parallel European Union banking rules with a target date of December 31, 2006.
FOA slams single European market plans for commodity derivatives
The London-based Futures and Options Association (FOA) today said it was concerned that plans to include commodity derivatives within the European Commission’s new Investment Services Directive (ISD) and related Capital Adequacy Directive (CAD) could…
Op risk advances likely after dropping of Basel II floor, says Moody’s
Further advances in banks’ operational risk measurement and management are likely to be stimulated by the decision last week by global banking supervisors to drop the op risk ‘floor’ in their Basel II bank protective capital proposals, credit-rating…
Op risk advances likely after dropping of Basel II floor, says Moody’s
Further advances in banks’ operational risk measurement and management are likely to be stimulated by the decision last week by global banking supervisors to drop the op risk ‘floor’ in their Basel II bank protective capital proposals, credit-rating…
FOA slams single European market plans for commodity derivatives
The London-based Futures and Options Association (FOA) today said it was concerned that plans to include commodity derivatives within the European Commission’s new Investment Services Directive (ISD) and related Capital Adequacy Directive (CAD) could…
DePfa implement complete Basel II compliant risk manager
DePfa Bank has completed the implementation of the Kamakura Risk Manager suite having purchased the license in late 2001. The system is the first to completely integrate credit risk, market risk, asset and liability risks and meets the needs of Basel II.
European Union Basel II/Cad 3 timetable remains tight
The European Commission’s plans to apply risk-based protective capital rules to banks in the European Union (EU) remain on a tight schedule following yesterday’s progress statement on the Basel II bank Accord by global banking regulators, a Commission…
UK bankers fear capital floors higher under latest Basel II plans
The British Bankers' Association (BBA) is concerned that global banking regulators appear to have raised and expanded the application of the capital charges floor in the Basel II bank Accord, a BBA official said today.
European Union Basel II/Cad 3 timetable remains tight
The European Commission’s plans to apply risk-based protective capital rules to banks in the European Union (EU) remain on a tight schedule following yesterday’s progress statement on the Basel II bank Accord by global banking regulators, a Commission…