Basic indicator approach (bia)
Regulator warns reaching common standard will be difficult
Conference and awards reflect a changing world
Large banks holding too little capital, regulator warns
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Basic indicator approach (bia) articles
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
The AMA today
Wide-ranging review seeks to raise operational risk capital and overhaul the basic indicator and standardised approaches
High-severity events such as the $2.3 billion rogue trading loss at UBS have highlighted the low levels of operational risk regulatory capital firms are holding
A simple formula for operational risk capital
New paper from the UK FSA sets out guidelines for TSA operational risk frameworks
Basel Committee considers recalibrating the simpler approaches to op risk measurement but says changes will happen later rather than sooner
Mortgage lenders must hold capital for operational risk
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.