Basel II: Light at the end of the tunnel? . Chris Matten [email protected] 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
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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