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06/2007: Advantages of Basel II
for banks and financial institutions
Après l’adoption par le parlement Européen et sa publication de la nouvelle directive sur les fonds propres publiée le 18 octobre 2005, il reste une demi année pour les banques qui ont opté pour les approches avancées, et pour les institutions qui n’ont pas encore fait le pas vers Bâle II en approche standard. Risk Partner a eu l’occasion d’accompagner ses clients tout au long de leur projet, dans tous les domaines, ... |
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02/2004: The Basel II Accords - A challenge for
2007 ?
Whereas the European supervisory authorities sent
the banks an evaluation questionnaire on their Basel II project, the Basel
Committee, following its meeting in Madrid in October 2003, published a
revised version of the capital charge calculation on 30 January 2004 as
planned. Lots of rumours were circulating about a deferral of the Basel
Accords and the European directive, but nothing came of them.... |
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09/2003: The new version of the draft CAD III
Directive -
Issues at stake
Following the Basel Committee’s CP3
consultation document on capital adequacy, the European Community has
published its final draft of its CAD III directive on the capital adequacy of
banks, imposing own funds requirements on financial institutions in relation
to the banking risks incurred. This publication consolidates the various
regulatory efforts made until now to produce a European-level financial system
that is healthier and more risk-sensitive.
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05/2003: The new Basel II Accord: QIS3 Impact Study
and
Extension of Treated Risks
Where as the QIS3 (Quantitative Impact Study)
confirms the possibilities of gains in terms of capital charge, the Basel
Committee’s CP3 (Consultative Paper) introduces new risks. How does the
bank position itself towards these new challenges?
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04/2003: Basel II and structural changes of the
market,
the credit and the
banks competitiveness
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03/2003: Operational Risk: How to create and
use models
in the context of
the Advanced Measurement Approach
(AMA).
In the project context of the European Directive CAD
III document and recent publications relating to "Sound Practices"
(published in January 2003) in the field of operational risk management, a
certain number of reductions in terms of obligations have been published relating
to the conditions of use of the advanced AMA approach.
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02/2003: Basel II: Will banks need more capital?
The purposed article is to review, on the basis of
currently available data, those factors influencing the determination of the
statutory capital charge in order to work out a calculation model enabling the
future capital charge to be estimated.
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02/2003: Collaterals
About the different types of collateral and risk
reduction permitted, the collateral management methods, and the impact of
collateral according to approach
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01/2003: New European directive in the Credit Field
The purpose of the present article is to describe the
organisational requirements that Basel II stipulates in the domain of credits to
corporate, bank and state; and this within the context of the IRB advanced
approach.
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12/2002: Project of an European Directive about
Basel II
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12/2002: The Capital Adequation Process in the
context of
Pillar 2 of the
Basel II Accord
The new Basel II Accord on capital adequation
is intended to ensure that financial institutions have sufficient capital
to cover their risks. The Basel II Accord is composed of three complementary
pillars. In this study, we examine the Pillar 2 Capital Adequation Process.
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11/2002: Operational Risk as defined by Basel II
The purpose of the present article is to describe
the procedures linked to operational risk as laid down by the Basel II
accord.
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08/2002: Other Credits
Basle II and Credit risk management for Business,
Banking and Public Sector Entities. Impact of the IRB method on the organisation.
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07/2002: Retail Credit
Basle II and retail credit risk management. Its impact
on the organisation within the IRB approach
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12/10a, Rue Jean Engling