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Wed Jun 10

• Prayer mirrors the gospel « Of First Importance

Fri May 29

• Adequacy methodology needs improvement

Thu Feb 5

• auryn21's Bookmarks on Delicious

Tue Feb 3

• 2-3-9 Album Release Dates February 2009 | DOA

Mon Jan 5

• FT.com - Originative Sin: Article on innovation and the future of banking raises an interesting point about Basel and its role in securitisation

Wed Nov 26

• Business Today - Beta - India's leading business magazine: Capital or regulation - Mutual Fund dilemma

Mon Nov 24

• FSA's capital adequacy plans to turn screw on small firms | New Model Adviser ® | Citywire

Fri Nov 21

• FT.com / Companies / Banks - Basel outlines stricter limits for banks ...: Basel committee proposes new capital adequacy legislation; is this more knee-jerk legislation, given that liquidity - not capital adequacy - is the market's main issue at the moment?

Sun Nov 2

• Should banks be more heavily regulated? | Basel II Accords | The Economist: Basel II: align the amount of capital that banks set aside to absorb unexpected losses with the amount of risk that they are taking, rewarding banks that take fewer risks with lower capital requirements. Problem: accord hands much of the responsibility for assessing risks to credit-rating agencies and the banks themselves. Both have proven to be incompetent at assessing risks. State intervention has already raised average tier-one ratio of European banks to 8.5%. The idea that a risk-weighted capital measure needs to be backed up by something else is gaining ground. Swiss regulators require that their biggest banks introduce a leverage ratio bypassing risk-weighting of assets. Basel 2 takes insufficient account of systemic risks. Regulators need to capture the idea of network effects between financial institutions. Others want to see a systemic capital charge based on overall asset growth, which would help banks to strengthen buffers in good times.

Mon Oct 20

• How AIG's Credit Loophole Squeezed Europe's Banks - BusinessWeek: AIG did a booming business in credit default swaps, originally designed to protect lenders if borrowers fail to make debt payments. The biggest buyers were European banks, whose deals last year with AIG totaled a staggering $426 billion. But the banks didn't always buy the swaps as insurance against defaults?they often used them to skirt capital requirements. AIG declined to comment. Under international regulations known as the Basel Accords, European lenders have to set aside a certain amount of money to cover potential losses. By owning credit default swaps, banks could make it appear as if they had off-loaded most of the risk of a loan to AIG or another firm, thereby reducing their capital needs. The perfectly legal ploy allowed banks across the Continent to free up money to make more loans. It was part of the game taking place across the global financial system. During the boom, firms seemingly created money out of nothing, propelling the markets to unsustainable heights.

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