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Sponsor's article > The point of op risk

The inclusion of an explicit operational risk component in the proposed Basel II Capital Accord has caused widespread controversy. Much of this has surrounded the feasibility of accurately measuring, or even defining, such risk. In this first of three…

Preparation, quantification, implementation

While the South African Reserve Bank is in favour of Basel II, those tasked with preparing for the new capital accord are in no doubt that the risk quantification challenges presented by it are daunting.

All in Accord

South Africa's banks are taking Basel II seriously. Clive Davidson discovers what they are doing to prepare for its implementation, and how they are meeting the many challenges of the new capital accord.

Who will be on Basel II in the US?

Observers are wondering, now that the US regulatory agencies have released their advance notice of proposed rulemaking (ANPR), which banking institutions will be considered mandatory banks, and be forced to use the advanced credit and operational risk…

Mutual fund proposals may spur tech uptake

NEW YORK – Mutual funds may have to make more technology implementations if legislation introduced by the US House of Representatives' financial services committee becomes law. The bill, proposed last month, is intended to improve mutual funds'…

Standard & Poor's enters portfolio risk modelling

Standard & Poor's (S&P) Risk Solutions has launched a portfolio risk tracker model. The model covers both credit and market risk, which should allow banks to calculate their economic capital and perform risk assessments across the full range of risks…

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