Credit Suisse
Pro-cyclicality in the new Basel Accord
Could Basel II worsen recessions? By backtesting the proposed capital rules to the last recession, D. Wilson Ervin and Tom Wilde argue that the increased risk sensitivity of loan portfolio regulatory capital in the new Accord could have unwelcome…
Probing granularity
The granularity adjustment, which adjusts risk weightings for credit portfolio diversification, is one of Basel II’s key modelling assumptions. Here, Tom Wilde uncovers a weakness in this assumption arising from the differences in the underlying credit…
IRB approach explained
At the end of this month, the consultation period for the new Basel Accord on bank capital will end. We have prepared a technical section this month devoted to various issues surrounding Basel II. In the first paper, Tom Wilde sheds light on the…
Basel part two: the jury's verdict
Twelve risk experts and regulators assess the impact of the Basel Committee's proposals.
Hedge funds: changing the rules of the game
Spurred by new guidelines from the Basel Committee on Banking Supervision, investment banks have seized the initiative and are changing the way they conduct prime brokerage and other business with hedge funds.
Reconcilable differences
H Ugur Koyluoglu and Andrew Hickman explore the common ground between the new credit risk models and the implications for risk management and regulatory capital reform.
CS First Boston Launches Two Risk Services For Futures/Options Users
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Crédit Suisse Taps Fame For Central Historical Time-Series Data Server
TECHNOLOGY & INTEGRATION
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