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About the Practitioner's Guide to the Basel Accord
The Basel II framework is the biggest single step towards convergence of prudential requirements for banks that there has ever been and this book provides a practitioner's guide to the regime as it stands at the end of 2004 and to the European Commission's proposed Capital Requirements Directive, which implements the essence of the revised Basel framework.
The book is written to assist practitioners in understanding Basel and how it works. It is not intended to be an alternative to study of the framework and its appendices themselves, nor as a substitute to the draft or final regulations implementing the new structures into national legislation. It does provide, however, a thorough explanation of the Basel framework and the Capital Requirements Directive thereby avoiding unnecessary frustration for those who look at the rules without understanding their intent.
Contents
Introduction and Background
John Tattersall PricewaterhouseCoopers
The Encouragement of Higher Quality Risk
Management in Banks
Erik Musch PricewaterhouseCoopers, former Basel Secretary General
The First Pillar – Minimum Capital Requirements
Charles Ilako and Vejen Stoilov PricewaterhouseCoopers
The First Pillar – Credit Risk: The Standardised Approach
Richard Smith and Saketh Kaveripatnam
PricewaterhouseCoopers
The First Pillar – Credit Risk:
The Internal Ratings Based Approach
Richard Smith PricewaterhouseCoopers
and David Townsend Barclays Group
The First Pillar – Credit Risk - Asset Securitisation
Peter Jeffrey Head of Securitisation team
PricewaterhouseCoopers
The First Pillar – Operational Risk
Charlie Beach PricewaterhouseCoopers and Garth Hinton Citigroup
The First Pillar – Market Risk
Jon Holloway and Jaco Grobler PricewaterhouseCoopers
The Second Pillar – Supervisory Review
Patrick Fell and Mairead Devine PricewaterhouseCoopers
Pillar III – Market Disclosure
Mairead Devine PricewaterhouseCoopers and Rob Eales Barclays
Economic Capital and Supervisory Review
Richard Barfield and Phil Dransfield PricewaterhouseCoopers
Transitional arrangements and Managing the Transition
Giles Triffitt PricewaterhouseCoopers
The Wider Application of Basel
Richard Quinn PricewaterhouseCoopers
Application and Implementation in Asia Pacific
Chris Matten and Peter Trout PricewaterhouseCoopers
Application and Implementation in the USA/North America
Dan Weiss PricewaterhouseCoopers
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