Calls to delay December implementation fall on deaf ears
Banca d'Italia proposes to allow its banks to ignore some government bond volatility
Prescriptive international regime would be 'very challenging' for firms
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Capital requirements articles
Irish bank capital numbers would filter out unrealised gains and losses on government bonds
Positions in credit default swaps (CDSs) are eligible instruments to reduce some Basel III capital requirements. The value of this benefit should be reflected in the price. Chris Kenyon and Andrew Green incorporate this into a pricing model for CDSs,...
Disconnection between domestic and international Sifi processes means regulators could lack legal power to enforce G-Sii measures in some cases
Highlights from this year's OpRisk Europe conference
Regulators will publish separate lists for systemically important insurers and reinsurers a year apart
Spring and summer bring with them a number of important operational risk conferences, among them OpRisk North America and OpRisk Europe, both of which are organized by the publishers of The Journal of Operational Risk. These gatherings present me with...
This issue of The Journal of Risk contains four papers illustrating different approaches to modeling risk, depending on whether it is viewed from a single individual's perspective, whether it addresses the capital requirements of an insurance company...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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Sweden, 15th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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