Basel committee on banking supervision (bcbs)
The advanced measurement approach was meant to give larger institutions the freedom to develop their own sophisticated op risk models under Basel II. But the approach has failed to take off in the UK,...
Speakers at the OpRisk Asia event warned about the challenges posed by the varied and sometimes inconsistent application by different banks of the advanced measurement approach to op risk capital. Other...
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 on banking supervision (bcbs) articles
Readers of Risk.net vote two to one against the Basel Committee's new-found distrust of internal capital modelling
A new consultation paper on risk management practices in the FX market will be released in the third quarter – and may be published as early as this month
Trade finance is crucial to Asia’s developed and developing economies yet its onerous treatment under Basel III threatens to hurt intra-regional commerce. How serious is the threat and will the Basel Committee listen to Asia’s complaints?
Working group publishes proposed margin rules for uncleared trades – bringing global rules in line with an earlier US proposal
Old love letters are deeply private. If they are kept at all, it should be in a locked box at the bottom of a locked drawer. The drawer should be part of a desk that stands in the furthest corner of a locked attic. In any event, they should not be published...
The Basel Committee’s review of trading book capital rules aims to reduce banks’ reliance on internal models. It’s part of a new regulatory philosophy on capital modelling – but it could prompt some banks to turn their backs on the discipline...
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
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