ORX chairman says Basel II definition is fundamentally flawed
Sigor chair says review focus will be on capital model credibility and comparability
Despite the crisis giving operational risk the recognition it deserves, its value continues to be called into question. Craig Spielmann, head of operational risk at RBS Americas, talks about learning from...
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 ii articles
Economic growth has leapt ahead of Indonesian banks’ ability to assess the credit risk they are being exposed to – but with the central bank finally implementing Basel II is there a regulatory solution to these problems?
Higher capital requirements would incentivise banks to fix their problems more than fines, says Craig Spielmann at RBS
Swings in op risk capital traced to flaws in MLE
We describe a method, based on the Merton model, to improve credit portfolio models by adding to the underlying distributions forward-looking tails deducted through the Bayesian networks technology. Given the forward-looking stance of the approach, its...
Since the global financial crisis, banking regulators and academics have extended the traditional, narrow definition of "systemic risk" to encompass concepts such as "interconnectedness" and "shadow banking". But, at the time of writing, a definition...
Marcelo Cruz Welcome to the first issue of the eighth volume of The Journal of Operational Risk. As spring knocks on our doors we seem to be living through another round of optimism in the financial industry, with people hoping we will return to some...
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.
UK, 3rd Jul 2013
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