Exposure at default (EAD)

• Infrastructure

Could do better

David Rowe argues that the Basel Committee can provide better incentives for improved operational risk management than those implicit in the draft revision to the capital Accord.

• 01 May 2001

• Basel Committee

Implications of Basel for credit risk

Credit risk comes under the spotlight in Pillar one of the new Accord, forcing institutions to consider the benefits – and costs – of meeting the regulatory requirements. Jared Chebib, head of credit risk consulting at Andersen’s London office reports.

• 01 Apr 2001

• Risk management

Basel discussion document will centre on internal measurement approach

Global banking regulators intend to issue in June or July a special discussion document on operational risk in the context of Basel II, the new capital adequacy accord proposed for large international banks from 2004.

• 01 Apr 2001

• Credit risk

Basel part one: the new accord

The Basel Committee’s second consultative paper on reform of the 1988 Accord on capital holds some surprises. Some believe regulatory capital will now have to rise. Dwight Cass reviews the changes.

• 01 Feb 2001