Basel Committee
Op risk modelling evolves
Operational risk is devilishly difficult to model, but dealers and software vendors are making headway. Automated op risk reporting, profiling and sophisticated operational value-at-risk (VAR) modelling are finally beginning to catch-on in banks.
Emerging markets ramp up
Asset and liability management systems sales continue to be strong in the US and Europe, thanks to Basel II preparations. But it is in the emerging markets that vendors say strong sales growth will come in 2002.
Canada's Le Pan heads Basel advisory group
Nicholas Le Pan, superintendent of financial institutions in Canada, will lead a group that will help banking supervisors share information and approaches related to the coming into effect of the Basel II bank capital adequacy accord.
Basel II sets the pace for operational risk reform
Basel II is set to come into play in 2005, bringing a host of opportunities for vendors along with the new framework for banking supervision. Andrew Partridge examines the potential and some of the challenges for the suppliers and users of financial…
The Basel Accord: A tough nut to crack
Crafting a capital charge for operational risk has proven to be a project fraught with controversy. International regulators’ first attempt raised the industry’s hackles. David Keefe reports on recent – and further expected – compromises by the Basel…
Swiss and UK banks set to win as Japanese lose in Basel II
Swiss and UK banks are poised to be the main beneficiaries of the proposed new regulatory capital Accord, Basel II, according to results from the Basel Committee on Banking Supervision’s quantitative impact study 2.5 (QIS2.5).
Linear, yet attractive, Contour
Technical
Basle II may not suit emerging economies, says US central banker
BASLE II UPDATE
Thai regulators plan Basle IIimpact study
BASLE II UPDATE
Regulators want active dialogue on op risk
BASLE II UPDATE
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
In search of clarity and focus
BASLE II UPDATE
Software survey 2002 |
Some online risk management products failed to live up to expectations last year, but software vendors forge ahead, developing products that support fast-growing markets such as credit derivatives and CDOs, and tools to help banks meet Basel II…
Basel II op risk sound practices paper expected next week
Global banking regulators hope to issue their much-delayed paper on sound practices for managing operational hazards such as fraud, technology failure and trade settlement errors next week.
SME debate delays Basel II consultative paper
The Basel Committee on Banking Supervision has delayed its next consultative paper for Basel II, the new rules that will determine the amount of regulatory capital internationally active banks put aside against risk, following a meeting of the committee…
Swiss and UK banks set to win as Japanese lose in Basel II
Swiss and UK banks are poised to be the main beneficiaries from the proposed new regulatory capital accord, Basel II, according to results from the Basel committee’s quantitative impact study 2.5 (QIS2.5).
Algo includes S&P for Basel II
Algorithmics is strengthening its credit risk management offering as demand grows for more comprehensive credit solutions. It is integrating a number of Standard & Poor’s credit data products with its analytical tools and developing a new module to help…
Will Germany scupper Basel II?
How real is Germany’s threat to veto the proposed Basel II bank capital accord if the country fails to get the concessions it wants on the accord’s treatment of bank lending to small to medium-sized companies (SMEs)?
Regulators looking at possible changes to Basel II credit risk plans
Basel - Global banking regulators are studying possible changes to the credit risk proposals of the complex Basel II bank capital accord, after seeing evidence that banks face higher capital charges under Basel II than they do under the current Basel I…