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An advanced model for op risk capital calculation
The Basel II regulators need to develop a comprehensive approach to op risk modelling, says Tony Blunden in his final article on the new capital accord.
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.
Do we need a broader definition of op risk?
A definition of op risk should embrace the linkages with market and credit risk, argues Ken Swenson.
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.
What can loss databases do for you?
Many banks need to understand fully the role that external op risk loss databases can play.
Banks face challenge assessing benefits of Basel II op risk approaches, says Andersen
Calculating the benefit for banks of adopting the more complex methods of arriving at an operational risk capital charge is very challenging because of uncertainties over the factors involved.
Basel discussion document will centre on internal measurement approach
Global banking regulators intend to issue in June or July a special discussion document on operational risk in the context of Basel II, the new capital adequacy accord proposed for large international banks from 2004.
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 II set to increase bank demand for single-A debt
The new Basel capital accord is likely to lead to increased demand by international banks for senior bank debt, the sovereign debt of industrialised countries and sovereign guaranteed debt that is rated single-A or lower by credit rating agencies.
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.
Do we need a broader definition of op risk?
BASLE II UPDATE
The new Basle capital accord: op risk proposals in brief
BASLE II UPDATE
What can loss databases do for you?
BASLE II UPDATE
An advanced model for op risk capital calculation
BASLE II UPDATE
Basle II set to increase bank demand for single-A debt
BASLE II UPDATE
Asian banks fear unfair op risk capital charges
BASLE II UPDATE