Basic indicator approach (BIA)

CP3 Comment: Why be standardised?

It seems such a short time ago that we were building a new capital Accord, which would incentivise banks to improve their risk management and encourage them to move along the spectrum of the new Accord's three stages. How rapidly things can change.

CP3 Alert

CP3 Alert covers the most significant changes incorporated into CP3 by the Basel Committee, including alterations to the sections on securitization, operational risk, residential mortgages, credit derivatives, and the supervisory and public disclosure…

ORIAG paper published on FSA website

The Operational Risk Implementation Advisory Group (ORIAG), which is chaired by the UK's Financial Services Authority (FSA), has posted its working paper, "Implementation of the Capital Accord for Operational Risk" on its website.

Landesbanken's operational risk management tool

Many German banks lag behind their peers when it comes to operational risk management. The proposed new international bank capital accord, Basel II, which - for the first time - stipulates a separate capital charge for operational risk, has put the topic…

No op risk surprises in QIS 3

BASEL - Some 265 banks in more than 50 countries were absorbing the contents of the key QIS 3 survey, which seeks information on how the complex Basel II capital pact would affect them, as Operational Risk went to press.

Op risk rules inadequate, says Isma professor

LONDON - 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.

UK accepts large banks could use basic op risk approach

LONDON - The UK’s chief financial market watchdog said in July it accepted that a large international bank could use the basic indicator approach, the simplest of the three approaches to calculating operational risk capital charges proposed under the…

Accounting for error

A new discussion paper on operational risk has been published, but with many banks in Asia still struggling with non-performing loans, some bankers question the ability of troubled banks to cope with this charge. AsiaRisk investigates.

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.

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