Regulators and policy-makers are determined to solve the problem of banks that are too big to fail, says Paul Tucker, deputy governor of the Bank of England (BoE). And, in doing so, they will not allow...
Readers of Risk.net vote two to one against the Basel Committee's new-found distrust of internal capital modelling
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 Modelling articles
The Basel Committee’s newly formed standards implementation group is charged with monitoring how banks are adhering to the requirements of the Basel III accord. The chair of the group, Ryozo Himino, talks to Nick Sawyer about consistency with Basel...
US regulator is responsible for signing off models used for regulatory capital purposes
A number of recent papers submitted to the Journal of Operational Risk on robust estimation reflect the concerns of the op risk modelling community about the reliability of parameter estimation in severity distributions
In-house probe will look at role of internal model change, among other factors
The OpRisk North America conference offered the opportunity to question bank representatives on their concerns around a variety of issues, from data modelling to sensitivity analysis, splicing to parameter estimation
To avoid having its call centre targeted by an organised crime gang, a bank needs to ensure it has enough controls in place to deter criminals, but not so many that it becomes less useful to customers
The Basel Committee is keeping an eye on Basel III implementation, led by its standards implementation group. Nick Sawyer talks to Ryozo Himino, chair of the group, about the monitoring of timelines, consistency with Basel minimums and the investigation...
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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