MAS proposals would force insurers to re-examine their business mix to accommodate higher capital charges
Multivariate analysis is a powerful tool for finding significant relationships between business environment and risk losses
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As US regulators prepare to introduce new stress-testing requirements for medium-sized banks, the Fed warns that the largest are still struggling to meet existing standards – and the intent of future stress tests is likely to be dramatically different...
Increasing spread of operational risk losses linked to fines in this year's survey of op risk at the world's 100 largest banks
GDF Suez Trading is already used to coping with financial rules that are soon to be extended to many more European energy traders. Its chief risk officer, Nico Van Wayenbergh, speaks to Gillian Carr
Swings in op risk capital traced to flaws in MLE
With European authorities poised to grant a Basel III CVA capital charge exemption to corporates, pension funds and global sovereigns, banks in the region most notably Australia are questioning why there isn't a similar exemption for them?
Cash management and foreign exchange were, until recently, two separate disciplines within the majority of corporates. Now, with pressure on capital levels and ongoing volatility in forex markets, companies are discovering the efficiencies that an integrated...
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.
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