Basel II - New Approach

New Approach to Risk-Based Capital
 
By the late 1990s, growth in the use of regulatory capital arbitrage led the Basel Committee to begin work on a new capital regime (Basel II) 

Effort focused on using banks’ internal rating models and internal risk models

June 1999: Committee issued a proposal for a new capital adequacy framework to replace the 1998 Accord.

No comments:

Post a Comment