Internal models method (IMM)

• Basel Committee

Basel III blues: US politicians push for new QIS

Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments that saw Basel II grind to a halt. Michael Watt…

• 05 Feb 2013

• Basel Committee

Banks fear outcome as Basel Committee wraps up RWA review

Mending the RWA machine

• 10 Jan 2013

• Market risk

Writing love letters to models

Love letters to models

• 04 Jul 2012

• Market risk

Bye, robot: regulators rein in capital models

Bye, robot

• 04 Jul 2012

• Basel Committee

Model foundations of the Basel III standardised CVA charge

Model foundations of the Basel III standardised CVA charge

• 04 Jul 2012

• Market risk

Beyond Basel 2.5: regulators prepare trading book review

Beyond Basel 2.5

• 02 Mar 2012

• Clearing

Revised capital rules undermine OTC client clearing, dealers say

CCP jeopardy

• 28 Nov 2011