Базель2 в США

[idan11]

Наконец-то нашёл более-менее внятное про внедрение соглашения Базель2 в США.
Пока что в планах стоит 1 апреля 2011 года.
Ага, посмеемся :)

Почитал немного, нихера не понял :(
Например это -

 

Criticisms of Basel II

Basel II has proven not to be very effective in its current form—recognizing it is not yet fully implemented in the US. Some of the basic criticisms are: First, it is very complex and is very much quantitatively driven. Its complexity is evidenced in part by the time it has taken to put it in place, and we still have a ways to go, maybe two more years, assuming it is fully implemented by year-end 2012.

Second, Basel II gives inordinate weight to the credibility of the credit ratings agencies' ratings. This is particularly troublesome in view of the key role they played in contributing to the financial crisis by issuing investment grade ratings to subprime mortgage- backed securities that rapidly declined in value when the housing market deteriorated. The rating agencies' ratings were based on risk models and assumptions that proved erroneous.

In a July 2008 report the SEC identified numerous credit rating agencies' deficiencies, including that none of the agencies the SEC examined had specific written procedures for rating mortgage-backed securities or CDOs and none had specific policies on procedures to identify or address errors in their models or methodologies.10

A third criticism is that the US covered banks will be advantaged by Basel II's advance approaches since those banks can in fact have lower capital charges for the same asset than a non-covered bank by virtue of using the Advanced-IRB approach for assets and Advanced Measurement Approach for operational risk. If the covered banks' capital charges are in fact less, they are awarded a competitive advantage over their competitors who must comply with a higher capital charge under Basel I. This might also foster further consolidation into the larger banks because their margins should be bigger, their per unit profits higher and their currency, accordingly, more valuable.

Finally, Basel II was not universally applied to competitors as it only applied to banks and their holding companies and not to their nonbanking competitors. This is particularly relevant with respect to the specialized processing banks who carry the burden of an operational risk capital charge that many of their nonbank competitors do not. Operational risk includes legal risk and because of our unique framework of tort liability, laws against discrimination, and suitability, there is no totally equivalent risk outside the US. Thus, US banks will probably have to set aside more capital for operational risk than their non-US competitors."
 

Как всё-таки далёк я от финансов.
А они от меня :(
Абидно, да?

Comments

[idan11.livejournal.com]

Про Базель2 можно почитать http://ru.wikipedia.org/wiki/%D0%91%D0%B0%D0%B7%D0%B5%D0%BB%D1%8C_II.
Звучит хорошо (контроль банков, рисков и пр. лабуда).

А где там про "арать смертной казнью"?
Чё то я нигде такого не видел.


ЗЫ Ух ты, статью уже закрыли под регистрацию :(