The Asian Banker

“Basel not so NIMMble”
Jean-Marc Schwob, product manager at SunGard, feels that BCBS’ proposed non-internal model method goes wide off the mark with a one-size, fits-all approach.

Aug 16, 2013 | Jean-Marc Schwob

The Basel Committee on Banking Supervision (BCBS) recently released a consultative paper, bcbs254, addressing the ways banks measure counterparty exposure, which proposes a new method under the name of ‘non-internal model method’ (NIMM).This method is a departure from current methods of calculating exposure and poses a number of challenges for banks that will be required to use it.

Categories: Markets & Exchanges, Regulation, Risk & Compliance, Risk and Regulation
Keywords: Jean-Marc Schwob, SunGard, BCBS, Counterparty Exposure, NIMM, IMM
Add a new comment:

Allowed tags: <b><i><br>

Comments (0)

Show Less
About us | Jobs and Internships with us | Contact us | Advertise with Us | | Privacy Policy | Copyrights Requests | Legal Notice | Feedback
RSS FeedRSS Feed | Follow us on Linkedin Twitter Facebook
Copyright 2014, The Asian Banker. All Rights Reserved .