Collateral news and analysis articles - Risk.net

Basel Committee

Double-counting fears ease as w -factor is removed from Basel II capital charge

BASEL - The so-called w -factor that bankers feared could result in double-counting of op risk under the Basel II bank capital accord will be removed from the capital charge provisions of the accord, global banking regulators said in September.

01 Oct 2001

Regulation

Capital concerns

Basel’s proposals for banks involved in the repo markets have caused widespread dismay. As a result, trade organisations around the world are petitioning the committee for a wholesale rethink.

01 Aug 2001

Infrastructure

Credit, collateral, capital

Christine Stanschus and Michael Clarke examine the potential impact on collateralisation of the proposed new Basel Capital Accord, and outline the top five things that collateral managers should do to gain maximum regulatory capital benefits.