While NordLB’s Carsten Steinhoff values his bank’s op risk model and is pleased with its development, he places just as much emphasis on the less-quantifiable aspects of risk management – scenarios,...
More US banks expected to employ AMA, while new stress-testing proposals increase interest in operational risk quantification among smaller banks
More Basel ii articles
The Australian banking regulator has proposed the country’s banks meet new Basel III capital and liquidity rules two years ahead of G-20 commitments. The proposal has drawn immediate criticism from the Australian Bankers’ Association
After initially embracing CoCos, regulators’ ardour seems to have cooled – with some banks fearing excess caution could limit a promising source of bank capital. But even without a further supervisory push, investor demand for bail-in protection can...
Basel III has incorporated credit valuation adjustment (CVA) in calculations of regulatory capital for counterparty credit risk (CCR). CVA appears via a completely new CVA capital charge and a downward adjustment of exposure-at-default. In this article,...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014