Our Services
Basel II implementation advice
Basel II is the colloquial name for the Revised Framework for the International Convergence of Capital Measurement and Capital Standards produced by the Basel Committee on Banking Supervision. This is a new methodology for calculating banks’ minimum capital requirements. Le Marchant has worked on the implementation of the Standardised and simpler approaches to Basel II for a regulatory body. We can offer advice and practical support to other regulators implementing Basel II.
We are also able to offer advice to banks implementing Basel II. This can take the form of support in implementing some of the more advanced approaches (AMA, FIRB and AIRB) and in implementing the Basic Indicator, Alternative Standardised and Standardised Approaches to Operational Risk and the Standardised and Simplified Standardised approaches to Credit Risk.
Le Marchant is also in a strong position to assist banks in developing their Internal Capital Adequacy Assessment Process (ICAAP) and in managing the dialogue with regulators on capital requirements under Pillar 2 (sometimes known as the Supervisory Review and Evaluation Process or SREP).