The standardised approach (tsa)
OpRisk North America: Confusion remains between trading book and banking...
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
Another institution rejects AMA because of lack of clarity in requirements
Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments...
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More The standardised approach (tsa) articles
Out of the ashes: Portigon’s rise from WestLB
Germany’s WestLB was a casualty of the 2008 financial crisis. Four years on, a part of it still survives as the portfolio management firm Portigon. Op risk head Rainer Sprengel tells Jessica Meek about the problems it faced during the transition –...
More risk at the top table
The 2012 Top 100 Banks survey shows Chinese banks growing fast - but this doesn't mean they'll lose control of their operational risk exposure.
Portigon abandons AMA for op risk capital calculation
Portigon – the entity that emerged from the break-up of WestLB – moves away from the AMA for op risk calculation after forced restructure
Writing love letters to models
Old love letters are deeply private. If they are kept at all, it should be in a locked box at the bottom of a locked drawer. The drawer should be part of a desk that stands in the furthest corner of a locked attic. In any event, they should not be published...
Bye, robot: regulators rein in capital models
The Basel Committee’s review of trading book capital rules aims to reduce banks’ reliance on internal models. It’s part of a new regulatory philosophy on capital modelling – but it could prompt some banks to turn their backs on the discipline...
Dexia rejected AMA over uncertain capital relief
Public finance specialist rejected AMA prior to break-up, finding capital benefit might not offset costs, but fellow Belgian bank BNP Paribas Fortis argues in favour of op risk modelling
Beyond Basel 2.5: regulators prepare trading book review
The Basel Committee is planning to launch its long-awaited review of trading book capital rules within the next few months. It could redefine the boundaries of the trading book, seek to reflect market liquidity and also overhaul the current patchwork...
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