In aftermath of the Global Financial Crisis it is clearly appropriate for regulatory authorities to revisit the effectiveness of prudential methodologies and their calibration. But in developing a new methodology which aims to produce a capital requirement with greater “…consistency…simplicity and comparability” whilst being “sufficiently risk sensitive” it is important to understand the root causes of the deficiencies of Basel II.

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IOR Standardised Measurement Approach (SMA) (1916 downloads)

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