To facilitate creating industry standards we intend to establish a set of best practices for implementing BISII. Such a set of best practices can only be created by representatives of the industry. Therefore we would like to invite you to help create these industry standards and
submit an article. Your article will be reviewed and published on the site. Additionally your résumé and/or company profile can be added to the “Writers” section. Allow your (your company’s) knowledge to make an impact.

The following topics are still open:

Credit Risk

There are still some subjects open under the category credit risk. Articles on the PD modeling, the securitization framework, IRB foundation versus advanced and IRB asset classes are requested.

Operational Risk

A large part of Basel two is operational risks. Basel defines several approaches: 1. The Basic Indicator Approach, 2. Standardized approach and 3. Advanced measurement approach (AMA). A clear overview on operational risk and articles on each of these approaches are welcome.

Market Risk

A good overview and structure for presenting the various issues for market risk are welcome.

Reporting

An issue becoming more important as banks now start calculating their solvency using Basel two. There are strict rules on what has to be reported, both internally and externally.

Implementation

There are many practical issues when implementing Basel two. How do you define a customer? How do you prevent arbitrage between business units. Etc.. Articles on experiences and tips are welcome under this section.

Statistics

A big part of Basel 2 is modeling. This requires very specifics statistical techniques. Articles on statistical modeling methods are welcome here. The focus is on practical explanations on how techniques can be used. For example the ins and outs of a Gini and why it can be used to asses the ability of a model to differentiate between good and bad counterparties.