Solvency II

Basel moves on disclosure

The Basel Committee on Banking Supervision recently announced two significant revisions to its new capital adequacy framework (new Basel Capital Accord or Basel II), which are set to have positive and far-reaching implications for the global banking…

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…

Basel scraps 'w' charge from pillar 1

The Basel Committee on Banking Supervision has reacted to strong industry criticism of its controversial 'w' charge by scrapping it from pillar 1, regulatory capital, of its proposed new regulatory capital requirements – Basel II. It will now be included…

Basel bonds Canada

The largest Canadian banks have banded together to share default data, making it much more likely they will all qualify for the most advantageous regulatory capital approach under the Basel II capital Accord.

Unleashing Asia’s demons

The Basel Committee’s new consultative paper on capital adequacy could wreak havoc with Asia’s domestic banks. The revamped rules will make the shortcomings of their risk management systems all too clear.

Unleashing Asia's demons

The Basel Committee’s new consultative paper on capital adequacy could wreak havoc with Asia’s domestic banks. The revamped rules will make the shortcomings of their risk management systems all too clear.

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