Results 221 to 230 of about 337,814 (260)

On a Ranking Problem Associated with Basel II

Journal of Information & Knowledge Management, 2005
Perceptron learning is discussed in the context of so-called scoring systems used for assessing creditworthiness as stipulated in the Basel II central banks capital accord of the G10-states. The solution of a related ranking problem using a generalised version of the pocket algorithm is described. A correctness proof of the algorithm is given.
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Implementing Basel II: an investigation of the UAE banks' Basel II preparations

Journal of Financial Regulation and Compliance, 2008
Purpose – This study aims at exploring the UAE banks' Basel II preparations. It is essential for the UAE banks to make adequate preparations to ensure their compliance with international standards and practices in the field of banking.Design/methodology/approach – The author developed a modified version of the Ernst & Young questionnaire to examine the
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Securitizations in Basel II

SSRN Electronic Journal, 2011
This article describes the Basel II capital rules for securitization exposures, explaining the considerations that influenced regulators' decisions, the approaches for calculating capital and how banks will apply them, the financial engineering that underlies the different approaches and the likely impact of the new system.
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Basel II — Achievements and Challenges

2007
In late June 2004, the Basel Committee on Banking Supervision approved and published a document entitled “International Convergence of Capital Measurement and Capital Standards: A revised Framework”, better known as the “Basel II framework”. The publication of this document marked the final milestone of a process that was over five years in the making.
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Implementation of Basel II

Financial Markets, Institutions & Instruments, 2005
In this article Jaime Caruana, Governor of the Bank of Spain and Chairman of the Basel Committee on Banking Supervision, first discusses the current status of the Basel II Accord. Next, he offers his perspective on macroeconomic issues related to the capital framework, focusing especially on pro‐cyclicality.
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Remarks on Basel II

Financial Markets, Institutions & Instruments, 2008
In this paper Le Pan focuses on some key issues related to Basel II, such as complexity, impact on capital and home‐host implementation, and offers ten thoughts on the post Basel II world.
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Basel II

2007
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Lechkar, M., Lelyveld, I.P.P. van
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Superiority of Basel II over Basel I

2014
This chapter explores the presumed superiority of Basel II over Basel I, and assess the effectiveness of Basel II in empirical risk management and prudential supervision practices, as reflected in a series of 15 interviews undertaken with bank risk managers, senior analysts, and supervisors from regulatory authorities in Australia shortly before and ...
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Basel II and Project Finance—The Development of a Basel II–Conforming Rating Model

The Journal of Structured Finance, 2006
This article presents a critical review of the Basel II regulatory framework for specialized lending and especially project finance. It deals with two key issues related to the development of a rating model for project finance risk: (1) The author criticizes the current bank and rating agency approaches to assessing credit risk in project finance, and (
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Basel II

2004
Basel II will fundamentally change bank management.
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