Expected loss (el)
Truncated or shifted: US debates loss data collection thresholds in...
Original headline:
US regulators are looking again at the impact of loss data collection thresholds on the results from internal data modelling of operational risk at banks. While some banks are collecting loss data down...
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The Basel Committee on Banking Supervision has suggested a potentially impasse-breaking set of adjustments to the loan-loss accounting standard proposed last November by the London-based International...
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The Basel Committee has revealed its thinking on loan loss accounting to standard-setters and industry experts.
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More Expected loss (el) articles
No accounting for tastes
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The Financial Accounting Standards Board has been robust in its defence of fair-value accounting, and is now set to ruffle regulatory feathers by proposing the approach be expanded to cover all financial instruments. Risk speaks to the standard-setter’s...
Loan loss calculation conundrum
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Replacing the incurred loss provisioning model remains high on the agenda of accountants, bankers and regulators. The challenge is to find a way to calculate expected loss that satisfies the diverse objectives of all three camps. Can a compromise be reached?...
Loan loss dynamics
Published online only
The International Accounting Standards Board unveiled a new expected loss approach in November, following criticisms of the current incurred loss model. But European regulators have declared their preference for dynamic provisioning – and have even...
Does Basel II add up?
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Are there inconsistencies in the standardised and advanced measurement approaches of the Basel II regulatory framework? Andreas Jobst considers the evidence
Measures for measures
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Consistent quantitative operational risk measurement is vital to the health of banks and financial institutions. Andreas Jobst offers guidance on enhanced market practice and risk measurement standards
Reassessing self-assessment
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Traditional approaches to assessing and controlling operational risk within institutions are outdated, argues Gerald Sampson. Self-assessment needs rethinking, and proper risk evaluation is far better served if risk management departments assume their...
Basel Committee to publish new paper on group allocation issue
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The Basel Committee on Banking Supervision will issue a paper outlining its approach to the group allocation issue shortly after the scheduled mid-January meetings of that group and (separately) the Capital Task Force.
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