Alpha
QIS 3 suggests Basel II op risk charges and insurance role
BASEL - The third Basel II quantitative impact study, or QIS 3, brings bankers up to date with the latest thinking of global banking regulators on the treatment of operational risk under the complex Basel...
BASEL - Some 265 banks in more than 50 countries were absorbing the contents of the key QIS 3 survey, which seeks information on how the complex Basel II capital pact would affect them, as Operational...
LONDON - The UK’s chief financial market watchdog said in July it accepted that a large international bank could use the basic indicator approach, the simplest of the three approaches to calculating...
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More Alpha articles
Gross income - what’s in a name?
Banking regulators are pondering whether to change the title ‘gross income’ as currently applied in the simpler approaches for measuring op risk under the Basel II banking accord.
Basic shortcomings
The Basel regulators have missed their chances with their latest op risk paper, argues Jacques Pézier.
Basel regulators cut op risk charge benchmark to 12%
BASEL - Global banking regulators formally acknowledged in late September some of the criticisms of their controversial proposal for an op risk capital charge. Their plan is to make large international banks set aside protective capital from 2005 specifically...
Data trouble
Regulators insist that they want a capital charge on banks’ operational risks. But the plan rests on the ability of banks to collect data and model the risks involved, and there’s a frightening lack of agreement on how to do that.
Basel survey signals focus of discussion paper
The focus of the operational risk discussion document planned by global banking regulators is signalled in a survey seeking information on banks’ losses from such hazards as fraud, computer system failure and trade settlement errors.
Basel discussion document will centre on internal measurement approach
Global banking regulators intend to issue in June or July a special discussion document on operational risk in the context of Basel II, the new capital adequacy accord proposed for large international banks from 2004.
Banks face challenge assessing benefits of Basel II op risk approaches...
Calculating the benefit for banks of adopting the more complex methods of arriving at an operational risk capital charge is very challenging because of uncertainties over the factors involved.
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