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New Basel Capital Accord (Basel II)
June 2003
BNA's Web Watch is prepared by Laura
Gordon-Murnane. E-mail suggestions for future weekly topics
always welcome.
International Organizations
Bank of International Settlements
Third
Consultative Paper
Basel
Committee Publications
An overview paper accompanies the third consultative document. This
paper provides a summary of the new capital adequacy framework.
It also outlines changes to the proposal since the release in October
2002 of the QIS
3 Technical Guidance, which banks used to assess the impact
of the New Accord on their portfolios.
The Committee issued the results
of the QIS 3 impact study on 5 May 2003.
The Committee issued supplementary
information on QIS 3 on 27 May 2003.
Second
Working Paper on the Treatment of Asset Securitisations
Documents
Overview
of The New Basel Capital Accord
The
New Basel Capital Accord by section: Scope of Application
Pillar
One
Pillar
Two
Pillar
Three
Annexes
Federal Government
Department of Treasury
Statement
of John D. Hawke, Jr. Comptroller of the Currency. Before The
Subcommittee On Domestic and International Monetary Policy, Trade
and Technology of the Committee on Financial Services of the United
States House of Representatives February 27, 2003
Federal Deposit Insurance Corporation
Basel
and the Evolution of Capital regulation: Moving Forward, Looking
Back (January 14, 2003)
Federal Reserve
Remarks by Vice Chairman Roger W. Ferguson, Jr. Before
the Institute of International Bankers, New York, New York
June 10, 2003 Basel
II: Scope of Application in the United States
Remarks by Vice Chairman Roger W. Ferguson, Jr. At the Risk Management
Workshop for Regulators, The World Bank, Washington, D.C. April
28, 2003 Basel
II: A Case Study in Risk Management
Remarks by Governor Mark W. Olson - At the 2003 Banking Institute,
Center for Banking and Finance, University of North Carolina, Charlotte,
North Carolina April 10, 2003 Basel
II: Its Implications for Second-Tier and Community-Size Banks
Remarks
by William J. McDonough, President and Chief Executive Officer
of the Federal Reserve Bank of New York before the Global Association
of Risk Professionals: Implementing the New Basel Accord, February
11, 2003
Nongovernment Organizations
Cato Institute
"International
Banking Regulation Where’s the Market Discipline in Basel
II?," by L. Jacobo Rodríguez, Cato Policy Analysis
No. 455, October 15, 2002.
Detica
Basel
II: How Ready Are U.K. Banks? Poor Data Management: Are UK Banks
Risking Delays to Basel II Compliance?
The London School of Economics
Basel
II and Developing Countries: Diversification and Portfolio Effects1
Stephany Griffith-Jones*, Miguel Angel Segoviano**
and Stephen Spratt* *Institute of Development Studies University
of Sussex
Financial Markets Group The London School of Economics December
2002
Griffith-Jones, S. and Spratt, S.(2001) 'Will
the proposed new Basel Capital Accord have a net negative effect
on developing countries?' mimeo, Institute of Development Studies,
Brighton.
International Monetary Fund
INTERNATIONAL MONETARY FUND AND WORLD BANK
Implementation of the Basel Core Principles for Effective Banking
Supervision, Experiences, Influences, and Perspectives Prepared
by the Staff of the World Bank and the International Monetary Fund
Approved by Cesare Calari and Stefan Ingves September 23, 2002
Title: The
New Basel Capital Accord: The Devil Is in the (Calibration) Details
Author/Editor: Kupiec, Paul H. ; Monetary and Exchange Affairs Department
(August 2001)
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