Infrastructure
Calculating the contribution
Economic capital
The stochastic volatility Libor market model
Interest rates
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 regulators cut op risk charge benchmark to 12%
BASEL - Global banking regulators formally acknowledged in late September some of the criticisms of their controversial proposal for an op risk capital charge. Their plan is to make large international banks set aside protective capital from 2005…
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.
Advanced measurement approaches
The September working paper on operational risk from the Basel Committee on Banking Supervision confirmed that global banking regulators are looking at a range of advanced ways of calculating op risk capital charges instead of a single method.
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…
New op risk paper gets cautious welcome, but reservations remain
BASEL - Bankers gave a cautious welcome to the further thinking of global banking regulators on their controversial plans to make internationally active banks set aside capital against op risk under the Basel II banking accord.
A healthy exposure
Credit derivatives
A credit conundrum
Credit risk
Banking on progress
Technology
BoNY plans to relocate data centres outside New York
WORLD TRADE CENTER AFTERMATH
ECNs re-evaluate back-up systems
WORLD TRADE CENTER AFTERMATH
New op risk paper gets cautious welcome, but reservations remain
BASLE II UPDATE
The Basle II capital accord: op risk proposals update
BASLE II UPDATE
Advanced measurement approaches
BASLE II UPDATE
Basle regulators cut op risk charge benchmark to 12%
BASLE II UPDATE
WTC attacks redefine and underline need for business continuity planning
WORLD TRADE CENTER AFTERMATH
Disaster recovery -- the new Y2K?
WORLD TRADE CENTER AFTERMATH
Basel cuts op risk charge benchmark to 12%
Global banking regulators will base their proposed capital charge for operational risk on a 12% benchmark, down from the controversial 20% originally proposed.
GFInet launches new credit derivatives service
GFInet, the online interdealer broking service of GFI, has launched a Credit Default Swap Mark-to-Market (MTM) service today. The product will enable GFI, one of the largest brokers in the credit derivatives market, to make its comprehensive market price…