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- Publisher
- Emerald Publishing
- Copyright
- Copyright © 2004 Emerald Group Publishing Limited. All rights reserved.
- ISSN
- 1358-1988
- DOI
- 10.1108/13581980410810849
- Publisher site
- See Article on Publisher Site
Abstract
This paper forms part of a presentation on the same subject given by the author to the Basel II conference organised by the Securities Institute in London during March 2004. It is a case study based on the author’s experience in Barclays Bank on the preparations required for successful implementation of the new Basel II Accord. First it considers changes to regulatory capital, and then goes on to examine the main challenges that lie ahead and, finally, the advantages and disadvantages of adopting one of the internal ratings‐based approaches. The views and opinions expressed in this paper are those of the author and do not necessarily reflect the views or opinions of the Barclays Group.
Journal
Journal of Financial Regulation and Compliance – Emerald Publishing
Published: Dec 1, 2004
Keywords: Basel II; Implementation challenges; Capital management ; Credit models; Relationship with regulator; Available expertise