Basel II/III

The requirements of Basel II pervade all aspects of a bank’s organisation, from boardroom culture to rating models to the systems to collect and manage vast volumes of data. In the wake of the financial crisis the Basel III proposals have emerged which will have an equally profound effect on the management of banks as Basel II.

We can assist in an entire Basel programme, from initial gap analysis to full programme management, or we can focus on specific areas such as:

• Credit Risk
  • Rating models
  • Data and systems
  • Measurement of exposure under Standardised, Internal Ratings Based approach and Internal Model Method. New modelling changes required under Basel III
• Market Risk
  • Standardised and Internal Models Approach
• Operational Risk
  • Standardised and Advanced Measurement Approaches
• Pillar 2
  • ICAAP
  • Stress testing

We can also advise on a wide range of other regulatory requirements such as Incremental Risk Charge.