Research Catalog

Title

Basel II implementation in the midst of turbulence : CEPS task force report / Frederik C. Musch, chairman ; Rym Ayadi, rapporteur ; with contributions from Maria Nieto, Mathias Schmit.

Publication

Brussels, Belgium : Centre for European Policy Studies, c2008.

Items in the Library & Off-site

Details

Additional Authors

• Musch, Frederik C.
• Ayadi, Rym.
• Nieto, María.
• Schmit, Mathias.
• Centre for European Policy Studies (Brussels, Belgium)

Description

iii, 137 p. : ill.; 24 cm.

Series Statement

CEPS Task Force report

Subject

• Basel II (2004 June 26)
• Banking law > European Union countries
• Banking law > United States
• Bank capital > Law and legislation > European Union countries
• Bank capital > Law and legislation > United States
• Risk management > European Union countries
• Risk management > United States
• Banks and banking, International

Note

• "June 2008."

Bibliography (note)

• Includes bibliographical references (p.114-120.).

Contents

Preface -- Executive summary & policy recommendations -- Introduction -- 1.What is behind the new Basel capital framework? -- 1.1. Capital requirements an essential regulatory tool -- 1.2. Basel I : a first step toward capital regulation -- 1.3 An integrated view of Basel II's three pillar approach -- 1.4. Conclusions -- 2. What are the likely impacts of risk-sensitive capital requirements? -- 2.1. An overall decrease of capital requirements in benign market conditions -- 2.2. How reliable are the QIS5 results -- 2.3. Conclusions -- 3. What are the building blocks of implementing Basel II in Europe? -- 3.1. A form of Basel II adapted to the European context -- 3.2. A strengthened role for the European Parliament -- 3.3. A multicephalic implementation process -- 3.4. Supervisory consistency and convergence -- 3.5. Conclusions -- 4. Will Basel II be implemented consistently around the globe? -- 4.1 A challenging role for the AIG -- 4.2. Uncertainty delaying timely implementation in the US -- 4.3. Conclusions -- Postscript -- Glossary -- References -- Appendix 1. Impact of the recent market turbulence on selected banks -- Appendix 2. Basel II : overview of strengths and remaining concerns -- Appendix 3. Fundamental differences between Basel II and the CRD -- Appendix 4. The Lamfalussy approach -- Appendix 5. Task Force member & invited guests and speakers

Call Number

JBE 08-1690

ISBN

• 9789290796282
• 9290796286

OCLC

244295114

Title

Basel II implementation in the midst of turbulence : CEPS task force report / Frederik C. Musch, chairman ; Rym Ayadi, rapporteur ; with contributions from Maria Nieto, Mathias Schmit.

Imprint

Brussels, Belgium : Centre for European Policy Studies, c2008.

Series

CEPS Task Force report

Bibliography

Includes bibliographical references (p.114-120.).

Added Author

Musch, Frederik C.

Ayadi, Rym.

Nieto, María.

Schmit, Mathias.

Centre for European Policy Studies (Brussels, Belgium)

Research Call Number

JBE 08-1690