Tier one capital
Data shows no link between size and op risk losses
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Tier one capital articles
Consultation undermines level playing field between banks and insurers on capital issuance
Fines are driving up op risk losses, and the pace of prosecutions is not slackening
Issuance of Basel III-compliant bonds in India likely to be followed in Australia and Malaysia but investors are cautious of potential dangers
Indian banks are in need of regulatory compliant capital instruments – but domestic investors are wary
New technical specifications on Solvency II’s capital requirements make some significant changes to the way insurers calculate their own funds, but they also leave some unanswered questions. Louie...
The adjustment bureau
On the scrapheap
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
BlackRock chief calls for perpetual preferred shares to be counted towards Tier I capital at Europe's banks
A new pull for CoCos
A capital plan
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.