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Summary of respondents

US. Europe. Medium. Large. Canada & Australia. Japan. Asia. Emerging Markets. Summary of respondents. Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004). Banks Targeting IRB-Advanced.

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Summary of respondents

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  1. US Europe Medium Large Canada & Australia Japan Asia Emerging Markets Summary of respondents Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  2. Banks Targeting IRB-Advanced Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  3. Banks Targeting Advanced Measurement Approach (AMA) Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  4. Expected Change in Capital Position Europe (Large) Europe (Medium) Percentage of respondents US Canada & Australia Asia & Emerging markets Worsen considerably Worsen a little Some improvement Significant improvement Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  5. Uncertainty over budget- percentage of respondents answering ‘Don’t know’ by region Percentage of respondents Asia & Emerging Markets Europe Canada & Australia US Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  6. 25m or less 26m – 50m 51m – 100m 101m -200m Costs of Basel II programme up to and including 2007 by Bank size % of respondents > 200m Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  7. Perceived major benefits: percentage of respondents identifying major benefit by type Improved Capital Allocation Enhanced Market Perception Enhanced Risk Based Pricing Enhanced Process Efficiency Regulatory Capital Reduction Reduced Operational Losses Reduced Credit Losses Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  8. Average Poor Pillar 2, 3 implications of an Economic capital and Risk framework considered poor or average Percentage of respondents Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  9. Credit Risk Operational Risk Basel II impact on Credit and Operational Risk Management Processes Percentage of respondents Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  10. Expand Reduce Expected changes to business mix Retail (Unsecured) Retail Mortgages SME’s Corporate Specialised Lending/ Structured Finance Emerging markets Slight withdrawal of capacity should decrease competition leaving the specialists Expansion/ reduction Likely increase in competition Competition likely to remain stable. Shake-out and increased consolidation Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  11. Current Status of Basel II Programmes Pre-implementation phase Implementation phase Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  12. Senior Management Sponsorship 100% 7% 8% 13% 20% 7% 21% 4% 30% 17% 80% 9% 8% 29% 10% 25% 60% Function heads 30% 25% % of respondents 29% 40% 80% 40% Senior executives 33% 42% 43% 20% 29% 20% 13% 8% 0% US (large) Europe Canada & Europe US (medium) Asia (large) Australia (medium) Board member Executive committee member Risk function Finance function Not disclosed Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  13. FTE Resources in Basel II Programme 80 70 60 22 42 50 40 Number of full-time employees 12 30 49 4 20 4 33 29 10 20 17 0 Europe (large) Europe (medium) US Canada & Asia & emerging Australia markets Non IT IT Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  14. Proportion of banks by region that have already completed strategic impact assessments % of respondents Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  15. Meeting use test Rating model performance Model Validation capability Degree of confidence in rating model performance, validation and application % of respondents Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  16. New external solution from single vendor New external solution from various vendors New internally developed solutions Modifications to existing No major change Operational Risk System Planning New systems planned New systems not planned Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

  17. Mainly Local Not known at this time Other Mainly Central Mixture of Local and Central Credit Data Storage Options % of respondents Source: FT Research study commissioned by Accenture, Mercer Oliver Wyman and SAP (2004)

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