Basle Agrees To In-House Risk Modelling
The international Basle Committee on banking supervision has unveiled its long-awaited supervisory proposals for applying capital charges to market risks incurred by banks.
The new proposals include what Basle officials say is a "significant innovation in regulatory methods" - the committee will allow banks to use their own value-at-risk models to calculate their capital requirements.
However, Basle will impose a "number of qualitative and quantitative criteria for those banks which wish to use
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