Taking it slow

Basel Accord

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With less than a year to go until the final Basel II requirements are published, and with implementation scheduled for the end of 2006, it seems most of Hong Kong’s banks have now decided on which approach they will adopt. With a shortage of default data to some extent limiting their options, most of the territory’s banks have set their sights on the standardised approach to managing risk.

Exceptions to the rule are likely to be the international groups with significant operations

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Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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