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 ...
On July 27, 2023, the U.S. Federal Reserve released its long-anticipated Notice of Proposed Rulemaking (NPR), introducing sweeping changes to capital management and regulatory reporting. The proposal ...
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 ...
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 ...
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 ...
The International Swaps and Derivatives Association (ISDA) has renewed its call for a recalibrated approach to the US Basel III endgame, warning that the ...
After eight years of contentious wrangling, federal regulators said Friday that they would issue a single, uniform Basel II capital rule for the 11 largest banks as soon as early September. A plan to ...