Basel III

Benchmarking and the future use of internal capital models

The rationale for continuing with internal capital models in the Basel 3 world

Overview of the challenges and opportunities offered by internal capital models (economic capital models) in the post-crisis era. Conference Presentation given at:

Venue: 2nd Annual Capital Modelling under Basel III (Marcus Evans Conference)
Location: London
Time: January 28th 2014
Link to presentation: Local file

Open Risk developed an online accessible version of the AQR manual that offers additional means to access and browse the Phase 2 ECB AQR Manual. The asset quality review (AQR) was one of the components of the comprehensive assessment performed by the ECB prior to assuming full responsibility for supervision under the single supervisory mechanism in November 2014