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Foreign exchange

Donation fuels Cambridge’s research ambitions

William Janeway, vice-chairman at Warburg Pincus, a leading New York private equity firm, has donated $10 million to the University of Cambridge’s Judge Institute business school. The money will fund research into the links between the risk management…

Preparing for the worst

Small and medium-sized banks in the US and Europe are bracing themselves for Basel II. Gallagher Polyn examines how these institutions plan to adapt to the new Accord.

Basel inflicts collateral damage

The current Basel proposals could lead to the global spread of the type of systemic loan loss problems Japan is now experiencing, argues John Frye of the Federal Reserve Bank of Chicago.

A new role for op risk insurance

As expected, the Basel Committee on Banking Supervision said in late September that it is prepared to consider a role for insurance in reducing operational risk capital charges proposed under the Basel II bank capital adequacy accord.

The shifting sands of Basel II

Four months after the Basel Committee on Banking Supervision closed the consultation period on its January 2001 draft for a new international capital Accord, it has already made major amendments to its proposal.

Pro-cyclicality in the new Basel Accord

Could Basel II worsen recessions? By backtesting the proposed capital rules to the last recession, D. Wilson Ervin and Tom Wilde argue that the increased risk sensitivity of loan portfolio regulatory capital in the new Accord could have unwelcome…

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