Commodities/Commodities
Regulators urged to enhance op risk oversight post September 11
WORLD TRADE CENTER AFTERMATH
Is there hope in the advanced measurement approaches?
BASLE II UPDATE
IBM targets costs and operational resilience for customers post-Sept 11
WORLD TRADE CENTER AFTERMATH
Shipping derivatives steer the market
Andy James from Enron Europe highlights why investment managers should view shipping as a trading tool.
Reliant to launch new hybrid weather-energy swap
Houston-based Reliant Energy appears to be attempting to take the mantle of industry innovator from troubled Enron by launching a new US natural gas index and associated hybrid swap contract that integrates energy and weather risk – the weather-sensitive…
Basel moves on disclosure
The Basel Committee on Banking Supervision recently announced two significant revisions to its new capital adequacy framework (new Basel Capital Accord or Basel II), which are set to have positive and far-reaching implications for the global banking…
Basic shortcomings
The Basel regulators have missed their chances with their latest op risk paper, argues Jacques Pézier.
Basic shortcomings
BASLE II UPDATE
Preparing for the worst
Small and medium-sized banks in the US and Europe are bracing themselves for Basel II. Gallagher Polyn examines how these institutions plan to adapt to the new Accord.
Pro-cyclicality in the new Basel Accord
Could Basel II worsen recessions? By backtesting the proposed capital rules to the last recession, D. Wilson Ervin and Tom Wilde argue that the increased risk sensitivity of loan portfolio regulatory capital in the new Accord could have unwelcome…
The second annual Asia Risk Awards
Awards 2001
A credit conundrum
Credit risk