Documents Implementing Basel II London School of Economics Jaime Caruana Governor of Banco de España and...

Basel II: Status of work June 2004 Publication of the revised framework: Basel II April 2005 Consultative paper on Trading Book issues and Double default July 2005 Incorporation…

Documents Basel guidelines.pdf

NEW CAPITAL ADEQUACY FRAMEWORK (NCAF) – BASEL II BASEL II • The Bank for International Settlements (BIS) created the first Basel Capital in 1988 • To develop standardised…

Documents Economic Regulatory Actual

Economic and Regulatory Capital in Banking: What is the Difference?∗ Abel Elizalde CEMFI and UPNA Rafael Repullo CEMFI and CEPR July 2006 Abstract We analyze the determinants…

Documents 12 February 2002 Basel and the Impact on Securities Houses/Investment Firms Securities Institute...

12 February 2002 Basel and the Impact on Securities Houses/Investment Firms Securities Institute Risk Forum Steve Teather Merrill Lynch Europe PLC The New Basel Accord The…