For the last eight years the Basel Committee on Banking Supervision (Basel Committee) has struggled to replace the original Accord on Capital Adequacy (Basel I) with a new Accord (Basel II). At the ...
Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This Technical Assistance Report on Zimbabwe discusses the Financial Sector Stability Review follow-up technical assistance ...
The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...
If regulatory capital were to better reflect economic capital needs, a domestic saving bank could no longer be treated in the same way as a bulge-bracket bank that uses far more advanced risk models, ...
Since Basel is also proposing a floor on the capital relief provided by internal models relative to the standardized approach, these proposals will apply to all lenders, including those that deploy an ...
ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...
Nick Le Pan, Superintendent of Financial Institutions, indicated that he expects Canada’s big banks in Canada to adopt sophisticated approaches to new capital rules, known as Basel II. Speaking at the ...
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