Turkey’s banks are well placed to absorb an increase in capital requirements when the country switches to the Basel II regime this month, but larger institutions are frustrated that the modelling approaches...
The credit value adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardised CVA...
Bank of Japan director Mitsutoshi Adachi highlights the danger of variations in the use of risk models at OpRisk Asia conference
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Basel committee articles
Banks and CCPs are pressing for changes to method of calculating default fund capital
The Basel Committee’s newly formed standards implementation group is charged with monitoring how banks are adhering to the requirements of the Basel III accord. The chair of the group, Ryozo Himino, talks to Nick Sawyer about consistency with Basel...
Regulators are talking about reviving the securitisation market as a solution to European bank funding pressures – and the door has been opened to counting mortgage-backed debt as a liquid asset. But the market also faces regulatory headwinds. Mark...
Ecofin votes through new regulatory regime - and final amendments appear to give UK extra freedom - but work remains before Danish presidency ends on July 1
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
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