Despite the deadline for introducing central clearing already passing, a number of questions are unanswered. Leading figures from around the region voice their concerns
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 Concentration risk articles
Jasper Hommels and Viktor Tchistiakov describe the implementation of a simple analytical framework for the name concentration measurement that occurs in a credit portfolio due to imperfect diversification of idiosyncratic risk. The result is an intuitive...
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
Article 17 of AIFM seeks to impose strict liability on depository banks that could have far-reaching ramifications for the industry
Banking systems with small numbers of large banks are more stable and less likely to undergo crises, according to World Bank and NBER economists.
Implementing new concentration risk guidelines by the end of 2010 could be problematic, according to a UK banker at a public hearing on March 12 to discuss the draft guidelines from the Committee of European Banking Supervisors (Cebs). Bill Hayward,...
The Committee of European Banking Supervisors (Cebs) has issued guidelines on concentration risk. The document (CP31), published on December 11, contains a section on operational risk concentration (OPRC), the understanding of which Cebs says is “in...
Rating agency findings suggest unintended Basel II concentration risks
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
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
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UK, 25th - 26th Feb 2014
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