Basel 2.5
Basel RWA review said to show banks 'many multiples' apart
Regulators are bracing for fresh criticism of bank capital modelling, say industry sources
A misguided plan to reduce Basel 2.5 RWAs and a series of management failures combined to leave JP Morgan’s chief investment office with a $6 billion loss, the bank finds
Banks are getting rid of legacy collateralised debt obligations by cracking them open and selling the collateral – a trend driven by investor demand for the assets and growing capital pressure on the...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Basel 2.5 articles
Derivatives house of the year: Credit Suisse
Basel III is a matter of life or death for bank trading businesses. If they can earn enough to justify the extra capital they tie up under the new regime, then they will live. If not, they will die. Credit Suisse and UBS have had to make this call before...
Replacing VAR, OIS discounting and the future of quant finance – the...
The Basel Committee’s proposal to scrap VAR and the move to OIS discounting struck a chord with Risk.net readers in 2012
Derivatives traders optimistic for 2013, according to Risk.net poll
Nearly two-thirds of respondents to a Risk.net survey think they’ll make more money from derivatives trading in 2013
Majority of firms expect to up IT spend in 2013
Nearly 60% of financial institutions say they will increase spending on technology next year – and new regulatory requirements are a big driver
Risk USA: "We needed to run a simpler bank," says UBS risk manager
Capital pressures that drove UBS out of fixed income could force other banks to follow suit, says market risk head – and names Société Générale and BNP Paribas as examples
Risk-based approach "remains the foundation" of bank capital, says Basel...
Risk-based capital creates right incentives for banks, according to head of Basel Committee secretariat - but critics claim supervisors are making models less risk-sensitive
Basel 2.5 behind JP Morgan’s CIO trading loss
Rehedging mechanism within the comprehensive risk measure allowed JP Morgan to reduce risk-weighted assets while increasing market risk, claim industry experts
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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