We must recognise the value of the right-hand side of the loss data distribution
Patchwork of risk measures - including standalone CVA charge - may be left intact
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
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
In an effort to meet liquidity coverage ratio (LCR) requirements contained in the new Basel III rules, banks are keen to maximise their level of retail deposits. Asia has a head start in this area because the region traditionally has a high savings culture,...
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Accountants want banks to report as profits the impact of widening credit spreads on their liabilities, but regulators are moving in the other direction. The result could be painful deductions from capital, and two very different sets of incentives. Laurie...
The head of the Philippine central bank explains how Basel III has a “perverse” impact on countries with strong fiscal discipline and why the Sifi designation is less important than rigorous regulation
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