Practical aspects of implementing a Basel II‐compliant economic capital framework

Abstract

In this case study the authors outline how a major financial institution in the Netherlands deals with the practical aspects of implementing a Basel II‐compliant economic capital framework. The paper gives an overview of the programme Rabobank has set on track for the implementation and discusses the prioritisation of project streams and how to track progress of the programme. An important aspect of the whole programme is communication between all the parties involved. Finally, the paper concludes with a discussion of the major challenges faced during the implementation process.

Citation

Bruggink, B. and Buck, E. (2002), "Practical aspects of implementing a Basel II‐compliant economic capital framework", Journal of Financial Regulation and Compliance, Vol. 10 No. 3, pp. 219-223. https://doi.org/10.1108/13581980210810210