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BASEL’S CONSULTATION PROCESS: WHAT’S EMERGING?

BASEL’S CONSULTATION PROCESS: WHAT’S EMERGING?. Stephen Bland, Financial Services Authority. OVERVIEW OF OVERVIEW. Basel in two slides Key issues Absolute capital Internal ratings Operational risk Supervisory review Market discipline EU implementation Way forward. SUPERVISION.

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BASEL’S CONSULTATION PROCESS: WHAT’S EMERGING?

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  1. BASEL’S CONSULTATION PROCESS: WHAT’S EMERGING? Stephen Bland, Financial Services Authority

  2. OVERVIEW OF OVERVIEW • Basel in two slides • Key issues • Absolute capital • Internal ratings • Operational risk • Supervisory review • Market discipline • EU implementation • Way forward

  3. SUPERVISION DISCLOSURE CAPITAL THE THREE PILLARS

  4. THE THREE RISKS • Unchanged • Capital definition • Market risk • Lots of change • Credit risk • Operational risk

  5. ABSOLUTE CAPITAL • Average • Dispersion • Volatility

  6. INTERNAL RATINGS • Three options • Further work • Consultation process

  7. OPERATIONAL RISK • Why capital? How much? • Three approaches • Further work

  8. SUPERVISORY REVIEW • Work for firms • Work for regulators • Level playing fields

  9. MARKET DISCIPLINE • Purpose • Detail • Implementation

  10. EU IMPLEMENTATION • EU consultation • Differences of substance • Differences of form • UK angles

  11. WAY FORWARD • Timetable • Further work by regulators • Work for the industry

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