Feature
Is there hope in the advanced measurement approaches?
Basel II is mistaken in assuming a stable relationship between expected and unexpected losses, argues Jacques Pézier in his second article on the Basel Committee’s recent operational risk working paper.
Op risk sound practices paper delayed yet again
Basel - Global banking regulators delayed publication of their operational risk sound practices paper yet again in November.
Building for Basel
The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.
Op risk capital charges to apply in expanded European Union
Brussels - The terms of the European Union’s proposed new capital adequacy rules for banks and investment firms will apply to all member countries of an expanded EU, officials with the European Commission, the EU’s ruling body, said in November.
A spanner in the works
The US and Germany are in a standoff over Basel II’s capital charge calculation for SME lending. Without a compromise this month, the issue threatens to derail implementation of the Accord and the European Directive.
A perfect rating
Profile
Mezz funds facing supply scramble
Mezzanine
Top investors in credit
This year has been an eye-opener for investors in European credit, with some fund managers living dangerously by under-investing in credit expertise
Down but not out
High yield poll
Building for Basel
Basel implementation
ICI prospects looking bleak
Limited upside potential
Risk measurement under the spotlight
Portfolio management
Asia’s ASP quandary
ASPs
The technology dilemma
Comment
Preparing for the worst
Systems
Adorning Asia’s markets
Interbank derivatives survey 2001
A wider view of risk
Enterprise-wide risk
Could the Basle II op risk charge be cut again?
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