Implementing Basel II: A case study based on the Barclays Basel II preparations

Author: Wilson Ian  

Publisher: Emerald Group Publishing Ltd

ISSN: 1358-1988

Source: Journal of Financial Regulation and Compliance, Vol.12, Iss.4, 2004-12, pp. : 297-305

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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.