Basic indicator approach (BIA)
Proposals for revised standardised approach receive mixed response
Regulator warns reaching common standard will be difficult
Conference and awards reflect a changing world
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Basic indicator approach (BIA) articles
Large banks holding too little capital, regulator warns
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
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.