Credit risk capital
Banks seek capital pill for accounting headache
IFRS 9 loan loss provisions should be offset by reduction in capital, banks argue
Risk Annual Summit: Bank deleveraging 'might not be cyclical'
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Sovereign risk weights under threat
Weight gain
Merkel's EU bailout plan threatens Basel’s sovereign zero risk weights
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
The maturity effect on credit risk capital
In a mark-to-market approach to credit risk capital, ratings or spread volatility has the effect of making longer-maturity loans more capital-intensive. This is incorporated in the current Basel II proposals via a maturity adjustment factor. Arguing that…
The maturity effect on credit risk capital
In a mark-to-market approach to credit risk capital, ratings or spread volatility has the effect of making longer-maturity loans more capital-intensive. This is incorporated in the current Basel II proposals via a maturity adjustment factor. Arguing that…
Survey shows modifications could lower Basel II credit risk charges
Banks using a more complex risk measurement approach under the Basel II bank accord, if potential modifications are put in place, would have lower credit risk capital charges than under the current Basel I accord.