Economic capital
Chinese banks pass extreme loan default stress test
Published online only
Source: Asia Risk
Asian banks generally are well capitalised and look set to ride through the eurozone debt crisis with few problems, says Moody's
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More Economic capital articles
Confidence crunch
Published online only
Source: Risk magazine
Many financial institutions calibrate their required level of economic capital by considering the probability of default associated with a target debt rating. However, as the financial crisis has shown, confidence in a bank can erode before its Tier I...
Pushed to the limit
Original headline:
Source: Asia Risk
Events in September and October saw the global financial crisis hit a new nadir, presenting banks with a scenario most had thought unthinkable even a few months ago. With regulators citing stress testing as a key means of predicting extreme events, banks...
Remodelling required?
Original headline:
Source: Asia Risk
Since banks must develop internal processes to measure capital adequacy under pillar II of Basel II, the use of economic capital models has become increasingly widespread. But are the current models fit for this purpose? Rob Davies reports
Learning from subprime
Original headline:
Source: Asia Risk
An important lesson to learn from the current financial crisis is that there is a lot operational risk management can teach financial firms about their approach to the more commonly discussed market and credit risk, says Tsuyoshi Oyama
Flight to qualitative
Original headline:
Source: Asia Risk
Some bankers are strongly advocating a back-to-basics approach for both regulation and risk management. Rather than relying on quantitative modelling techniques, some are calling for a simpler, qualitative approach. Is this realistic or has the market...
A return to nuts and bolts
Original headline:
Source: Risk magazine
Some bankers are strongly advocating a back-to-basics approach for both regulation and risk management. Rather than relying on quantitative modelling techniques, some are calling for a simpler, qualitative approach. Is this realistic or has the market...
Learning from pressure
Original headline:
Source: Life & Pension Risk
Swiss Life's balance sheet came under severe pressure as equity markets collapsed in the early years of this decade, but establishing a centralised risk management system has brought the company back into rude health - and it is now ready to enter the...
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