Infrastructure
Modelling growth stocks
Stock valuation models
A major improvement
In May, David Rowe wrote that the Basel Committee ‘could do better’ with respect to the inclusion of operational risk in the capital Accord. Here, he says the working paper the committee published in late September outlines a major and valuable…
Algo includes S&P for Basel II
Algorithmics is strengthening its credit risk management offering as demand grows for more comprehensive credit solutions. It is integrating a number of Standard & Poor’s credit data products with its analytical tools and developing a new module to help…
SAP makes play for risk territory
German software giant SAP is making a firm move into the risk management industry with the further development of its range of industry solutions. The Waldorf-based firm has already developed credit and market risk components for the financial services…
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.
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.
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.
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
Building for Basel
Basel implementation
ICI prospects looking bleak
Limited upside potential
Risk measurement under the spotlight
Portfolio management
A wider view of risk
Enterprise-wide risk
Regulators urged to enhance op risk oversight post September 11
WORLD TRADE CENTER AFTERMATH
Is there hope in the advanced measurement approaches?
BASLE II UPDATE
Securities industry to set up business continuity group
WORLD TRADE CENTER AFTERMATH
IBM targets costs and operational resilience for customers post-Sept 11
WORLD TRADE CENTER AFTERMATH
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
The price of a des res in London
As market conditions bring the cost of office space down, Sophie Radnor looks at how to find an office in London, to negotiate a deal and how to get installed.