Basel II

Basel survey signals focus of discussion paper

The focus of the operational risk discussion document planned by global banking regulators is signalled in a survey seeking information on banks’ losses from such hazards as fraud, computer system failure and trade settlement errors.

The FSA’s hardliner

Oliver Page, of the UK’s FSA and the Basel Committee on Banking Supervision, says regulators should stay tough on credit and operational risk.

Implications of Basel for credit risk

Credit risk comes under the spotlight in Pillar one of the new Accord, forcing institutions to consider the benefits – and costs – of meeting the regulatory requirements. Jared Chebib, head of credit risk consulting at Andersen’s London office reports.

Justifying granularity

The granularity adjustment for the IRB approach to credit risk contained in Basel II is controversial. Some banks say it is too simplistic. Regulators disagree.

Binomial gammas

The Basel II gamma question is vexing minds around the world. Here, concerned UK couple Mr and Mrs J Pézier of Purley, Surrey voice their fears.

Frozen in time

David Rowe believes the Basel Committee on Banking Supervision is perpetuating obsolete standards of risk measurement.

Running out of time

Will banking supervisors be able to implement Basel II in time? Even when they agree on what they want, the differences between the G-10’s regulatory regimes make a level playing field unlikely.

Unleashing Asia’s demons

The Basel Committee’s new consultative paper on capital adequacy could wreak havoc with Asia’s domestic banks. The revamped rules will make the shortcomings of their risk management systems all too clear.

Op risk gamma survey expected in April

Global banking regulators are expected in April to issue their survey seeking loss data from banks for the calculation of an operational risk capital charge that will be based on a bank’s own internal op risk measurements.

Asian banks fear unfair op risk capital charges

Operational risk has long been a challenge for Asia’s banks. But many smaller banks in the region fear that a capital charge against such hazards as fraud, computer systems failure and settlement foul-ups would penalise them unfairly if it took the form…

Basel: the new Accord

The Basel Committee’s second consultative paper on reform of the 1988 Accord on capital holds some surprises. Some believe regulatory capital will now have to rise. Dwight Cass reviews the changes, while market experts offer their reaction.

Basel’s flawed paradigm

David Rowe suggests some important tweaks to the new Basel Capital Accord, if it is not to be viewed as reflecting an obsolete definition of capital adequacy.

Boom or bust for risk consultants

Basel capital reform should mean a lot more business for risk management consultants. But a shortage of the right specialists could prevent them from cashing in.

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