Beyond Basel 2.5
Patchwork of risk measures - including standalone CVA charge - may be left intact
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Mark Pengelly articles
The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
Section 716 of the Dodd-Frank Act is based on a misperception of OTC derivatives, says acting OCC head - who also acknowledged criticism of US uncleared margin proposals
Country risk classifications "are not sovereign ratings" says OECD. US regulators last month proposed using them as an alternative to external credit ratings
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
Risk awards 2012
Risk awards 2012
The profits of imbalance
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
From the ridiculous to the sublime
Banking regulator talking to Congress about altering the Dodd-Frank Act to allow a limited use of credit ratings
European banks need to reduce mismatches between their risk appetite and the risk appetite of investors, says Deutsche Bank chief credit officer
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.