International securities market association (isma)
Eurostat rules described 'Greek-type' swap
Published online only
Source: Risk magazine
The Luxembourg-based European statistics agency Eurostat reiterated today that it was unaware of the Greek Treasury's attempts to reduce the apparent size of its debt by using off-market swaps. But the...
Published online only
Source: Operational Risk & Regulation
Inadequacy of loss expectation data is a major cause of modelling risk for operational risk strategies, said Carol Alexander, professor of the ISMA Centre at the University of Reading in the UK, at Risk's...
Published online only
Source: Operational Risk & Regulation
Europe's tri-party repo market may be ready to take off, thanks to the combination of tighter credit conditions and the provision under Basel II, the new Accord on bank regulatory capital, for lower charges...
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More International securities market association (isma) articles
Roundtable > Operational risk quantification: a discipline at a crossroads...
Published online only
Source: Operational Risk & Regulation
Operational Risk magazine held its first European roundtable during Risk magazine's annual European congress, in Paris, on April 9.
Kat to set up Alternative Investment Research Centre in London
Published online only
Source: Risk magazine
Harry Kat, a former derivatives banker and quantitative finance academic, has been made professor of risk management at the Sir John Cass School of Business at City University in London. Kat, an author of numerous quantitative finance papers and former...
Academic voices dissatisfaction with Basel II
Published online only
Source: Operational Risk & Regulation
The Basel Committee on Banking Supervision still has a great deal of work to do before the Basel II capital accord can be successfully implemented at financial institutions, Jacques Pézier, director of the risk management group of the ISMA Centre at...
Prmia forms academic advisory council
Published online only
Source: Risk magazine
The Professional Risk Managers’ International Association (Prmia) has created an academic advisory council in a bid to further the integration of risk management theory and practical application.
Op risk rules inadequate, says Isma professor
Published online only
Source: Risk magazine
The Basel II capital accord rules regarding operational risks for financial institutions are inadequate, Jacques Pézier, a visiting professor at Reading University’s Isma Centre, told delegates at a conference in London this morning.
Basel II - Rules and Models
Published online only
Source: Operational Risk & Regulation
The proposed operational risk charge remains one of the most contentious areas of the new Basel Accord. Carol Alexander reviews the current proposals in the context of various simple models, and argues that practical implementation will require the use...
Capital concerns
Published online only
Source: Operational Risk & Regulation
Basel’s proposals for banks involved in the repo markets have caused widespread dismay. As a result, trade organisations around the world are petitioning the committee for a wholesale rethink.
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