Learn how the Advanced Internal Rating-Based (AIRB) approach helps financial institutions internally assess credit risk using key metrics like LGD, EAD, and PD.
The Basel Committee on Banking Supervision’s (BCBS) proposals to reduce lenders' reliance on external credit ratings and boost the risk sensitivity of exposures through new metrics could trigger a ...
On November 20, 2024, the Basel Committee on Banking Supervision (BCBS) issued a press release following its meeting in Basel. The committee reaffirmed its commitment to fully implement Basel III and ...
The UK’s long-delayed final Basel III capital rules will come into force on January 1 2027, ending years of uncertainty over how and when the global banking standards would be implemented. The ...
The Basel Committee on Banking Supervision has published a consultation on technical amendments on the hedging of counterparty credit risk exposures. The interpretative issues addressed relate to the ...
The Basel Committee on Banking Supervision (Basel Committee) published a consultative document on updating the principles for the management of credit risk. The principles, first issued in October ...
The full implementation of Basel III in July 2025 is now placing increased pressure on banks’ balance sheets. Capital and liquidity requirements are higher across the board, which means every ...
Basel III aims to stabilize global banking, reduce risk, and impact financial markets, ensuring a more resilient economic future worldwide.
HONOLULU, April 18, 2007 - Kamakura Corporation reported today that a new edition of "Credit Risk Models and the Basel Accords," by Kamakura's Donald R. van Deventer and Kenji Imai, has been released ...
The Fed's willingness to offer capital relief to banks using synthetic risk transfers is an excellent example of a regulator listening to its critics and responding accordingly, writes Cris Cicala.