The Basel Committee proposes to supplement the current value-at-risk (VaR) regulatory capital framework for trading exposures with an incremental risk capital charge (IRC). Since the financial market crisis that began in mid-2007, a number of major banking organisations have experienced large...

The events of the last few years, particularly those in the global financial crisis that began in 2007, indicate that mortgage insurance (MI) is subject to significant stress in the worst tail events. This report examines the interaction of mortgage insurers with mortgage originators and...

Through its Regulatory Consistency Assessment Programme (RCAP), the Basel Committee (Committee) monitors the timely adoption of Basel III regulations by its members, assesses their consistency with the Basel framework and analyses the quality of regulatory outcomes. The RCAP is fundamental to...