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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…

Economist questions banks’ approach to VAR analysis

Bank risk managers must use more intra-day price data – also referred to as high-frequency data – to improve their value-at-risk analyses, according to Richard Olsen, an economist and founder of Zurich-based hedge fund and risk services company Olsen.

Beyond the pail

Australia’s regulator has hinted that it may work outside of the Basel Accord to set its own risk weightings for residential mortgages if adjustments aren’t made, writes Nick Sawyer.

Back to the floor

Australia’s major banks are all targeting the advanced measurement approach for calculating operational risk capital under the new Basel Accord. As such, the concept of a floor is proving irksome, writes Nick Sawyer.

How Japan got it covered

The fast-growing Japanese weather derivatives market is unique in both its product diversity and the range of small business end-users it serves. But where are the big players? Rob Dwyer reports

Success strategies

Since launching two strategy funds in 1999, ORN Capital has gone from strength to strength and is following up this success up with the launch of a European distressed debt strategy next month

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