Basel II: Light at the end of the tunnel? . Chris Matten firstname.lastname@example.org. PWC. Agenda. The final Framework What next?. The final Framework is finally here!. Agreed by Central Bank Governors and Heads of Banking Supervision for all G10 countries Intended for broader use
Basel II:Light at the end of the tunnel?
RBA - ratings based approach; SF – Supervisory Formula; IAA – Internal Assessment Approach
1. Full implementation from 31 Dec 06
2. Any option allowed during 2007, including old Accord and Basel II, with
full adoption of Basel II from 31/12/07
3. Same as 2, but A-IRB/AMA only allowed from 31/12/07
4. Delay implementation until 31/12/07