Source: TLC Risk Solutions
TLC Risk Solutions seeks to dispel the notion that banks adopting the Standardised Approach to Basel II for credit risk are only a short 'hop' away from the current 'Basel I' requirement.
Implementation of the Basel II Framework requires more than modification to the processes used by banks to calculate the Basel I capital requirement and report this to their National Supervisor, says TLC. It requires a detailed and holistic understanding of the Framework which in turn fully confirms the Committee's intention to invoke a 'sea change' in Banks’ risk management practices, towards a more granular and sensitive approach to credit risk measurement.
This TLC white paper outlines the critical issues in more detail.
Download the document now 189 kb (Adobe Acrobat Document)