The Basel Committee on Banking Supervision has issued a new paper entitled ‘Second Working Paper on the Treatment of Securitisation’. The paper describes the rationale behind the proposed capital framework for securitisation exposures presented in the third quantitative impact study (or QIS3) which was released on 1 October 2002. The paper discusses some of the new elements of the securitisation framework, such as improvements made to the IRB treatment, as well as those concerning liquidity facilities and structures containing early amortisation features, which are all aimed at improving the risk-sensitivity of the minimum capital requirements. The Basel Committee is also seeking input on the supervisory review component (pillar 2) of the securitisation framework.
The annual BNP Paribas Cash Management University kicked off on Thursday morning with treasury professionals congregating in Paris from across Europe.
APIs may be a solution to MT940 challenges, says Karen Fagan, treasury operation manager, for British television company, ITV.
Kicking off the first day of the Singapore Fintech Festival, issues with cryptocurrencies were addressed by MIT media labs director, Joi Ito, and panels of technology leaders discussed how they’re using data analytics.
Sibos 2017 day two highlights: Brexit and banking, and why ‘data is the new oil’ in financial services
How nation first politics can impact global financial organisations It’s clear that data and regulation are the two key topics that are ... read more