Basel Briefing

BaselBriefing 13 - January 2008

  • Recent market conditions What does it mean for Basel II?
  • The Basel II implementation process. Challenge or burden for banks?
  • Life after the liquidity squeeze. Basel II developments in the securitisation market
  • Credit risk model validation. Do the Basel II requirements over-engineer the model validation process?
  • Operational risk management . Transformation from regulatory compliance to strategic business management
  • Economic capital measurement. What will the future bring?
  • ‘The forgotten risk’. Liquidity risk is back on the agenda
  • Outlook beyond Basel II. The new risk management agenda
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    BaselBriefing 12 - July 2007

  • Whither goes Basel II in the U.S.? An analysis of the issues and implications arising from the U.S. delayed Basel II implementation
  • Implementing the Basel II securitisation framework. Special issues arising from the implementation in Germany
  • Leveraging and embedding Basel in your organisation. Making the best use of what you have?
  • Asset-Backed Commercial Paper programmes. An examination of the Internal Assessment Approach for unrated securitisation positions
  • Basel II implementation in financial institutions in Asia Pacific. Issues and challenges
  • The ICAAP requirements of Pillar 2. Are you prepared for the dialogue with your supervisor?
  • Review of AMA models. Recent experience with major banks
  • Integrated Regulatory Reporting. What does it really mean to you?
  • The Basel Handbook – the new edition
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    BaselBriefing 11 September 2006

  • Basel IA and Basel II in the US
  • Low Default Portfolios in the corporate segment
  • Purchased receivables
  • Solvency II and Basel II
  • MiFID and the Capital Requirements Directive
  • Credit risk stress tests
  • Operational risk
  • Implications of XBRL
  • Basel and Internal Audit at the Royal Bank of Scotland Group
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    BaselBriefing 10 – February 2006

  • Final CRD – they think it is all over
  • U.S. introduces Basel IA approach. New porposals to increase sensitivity of current risk-based capital rules for non-Basel II banks
  • Trading Book Review – the revenge
  • From securitisation framework towards correlation trading
  • New requirements for Islamic Financial Institutions
  • Driving efficiencies in Basel II operational risk management
  • A level playing field? A brief commentary on two countries´ implementations of Basel
  • Minimum requirements for the Risk Management of Credit Institutions (MaRisk)
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    BaselBriefing 9 – July 2005

  • Proposed treatment of trading activities and double default effects
  • Impact of the CRD on securities and investment firms – action needed now
  • Basel II Implementation in the UK from the perspective of Barclays Group – challenges on the road ahead
  • Low default portfolio – a modelling challenge
  • Stress testing in the context of capital adequacy assessment
  • The independent operational risk management function
  • IRB waiver application – a lot more than just a form filling exercise
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    • BaselBriefing 8 – October 2004

  • Is this the final Accord?
  • From Basel II to CRD – the European way?
  • Islamic banks – Basel II and Islamic Financial Services Board Standards
  • What are the possibilities for aligning Basel II and IFRS projects?
  • Quantifying operational risk without enough data: Scenario Analysis
  • Development of an internal rating model for project finance
  • Model risk assessment
  • Towards Basel II and beyond…
  • The link between the Basel II Framework and Individual
  • Capital Assessments for insurers
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    • BaselBriefing 7 – May 2004
  • Changes to the securitisation framework
  • Operational risk – CP3 and beyond
  • Smoke, mirrors and expected losses under Basel II
  • Economic capital based management
  • Pillar II: shock absorber or multiplier?
  • The establishment of an operational risk early warning system
  • Data management for credit risk – an XBRL equation
  • Basel II – A South African perspective
  • Quantum leap for Korean regulatory framework
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    • BaselBriefing 6 – December 2003
  • US agencies issue point paper but still have disagreements
  • The securitisation framework in CP3
  • What Basel II means for repos in the trading book
  • Corporate Governance nad Basel II
  • Internal Audit: making the most of a Basel project
  • Meeting Basel II Requirements at a large German Retail Bank
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    • BaselBriefing 5 – April 2003
  • Consultative Paper 3 (CP3) – the Holy Gril or a cup of empty promises?
  • Basel II: Fit for the Trading Book?
  • The European Commission´s review of capital requirements for credit institutions and investment firms
  • Implementation of Basel in Singapure, Hong Kong and Australia
  • Incentives for consistent operational risk management and reporting
  • KPMG survey confirms growing importace of economic capital among European financial institutions
  • KPMG 2002 Program Management Survey
  • Capital requirements reduction for mortgage portfolio
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    • BaselBriefing 4 – November 2002
  • Implementation of Basel in the US
  • One size fits all?
  • 2-1 to the Scorecards!
  • The emerging role of operational risk loss data collation
  • SMEs – The long and winding road
  • QIS 3 – Is this an indication of the way ahead?
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    • BaselBriefing 3 – July 2002
  • Pillar II and Economic Capital
  • System selection for operational risk solutions
  • Treasury: the challenge of the Advanced IRB approach
  • Qualifying for Advanced Measurement Approaches: Operational
  • Risk Sound Practices and Beyond
  • Hurry up and wait
  • Country round up
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    • BaselBriefing 2 – March 2002
  • Operational Risk Management – The Ten Commandments!
  • Taking the risk out of Basel Program Management
  • Survey by KPMG´s UK member firm on the EU proposals for Fund Managers
  • Pillar 3 – will greater market disclosures redukce the supervisity burden?
  • Working Paper on the treatment of Asset Securitizations – Clarification required!
  • Basel II and the impact on Taxation
  • Lending to SMEs – Much ado about Basel
  • QIS
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    • BaselBriefing 1 – December 2001
  • Basel working paper on Specialised Lending – More questions than answers?
  • Round up of progress on CP2 issues
  • Operational risk: movin in the right direction?
  • Choosing a Basel approach – A strategic decision
  • The death of the w-factor in Pillar 1
  • Growing Basel Data
  • QIS2 – results and further modifications
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