Browsing Economic and Management Sciences by Subject "Basel"
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Assessing the suitability of regulatory asset correlations applied to South African loan losses
(2015)The Basel Committee on Banking Supervision (BCBS) designed the Internal Ratings Based (IRB) approach, which is based on a single risk factor model. This IRB approach was de-signed to determine banks’ regulatory capital for ... -
Lessons learnt from the deficiencies of the Basel Accords as they apply to Solvency II
(2013)Solvency II is the new European Union (EU) legislation which will replace the capital adequacy regime for the insurance industry. Considering that the banking sector has experienced a similar change through the different ...