Commodities/Foreign exchange
Building for Basel
The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.
Is there hope in the advanced measurement approaches?
Basel II is mistaken in assuming a stable relationship between expected and unexpected losses, argues Jacques Pézier in his second article on the Basel Committee’s recent operational risk working paper.
Building for Basel
The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.
A perfect rating
Profile
Building for Basel
Basel implementation
ICI prospects looking bleak
Limited upside potential
Risk measurement under the spotlight
Portfolio management
Preparing for the worst
Systems
Adorning Asia’s markets
Interbank derivatives survey 2001
A wider view of risk
Enterprise-wide risk
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
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…
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
Banking on progress
Technology
Attacks in US underscore know-your-customer rules, say bank regulators
WORLD TRADE CENTER AFTERMATH