Infrastructure
Probing granularity
The granularity adjustment, which adjusts risk weightings for credit portfolio diversification, is one of Basel II’s key modelling assumptions. Here, Tom Wilde uncovers a weakness in this assumption arising from the differences in the underlying credit…
Credit, collateral, capital
Christine Stanschus and Michael Clarke examine the potential impact on collateralisation of the proposed new Basel Capital Accord, and outline the top five things that collateral managers should do to gain maximum regulatory capital benefits.
Insurers get amber light with some green
BASEL - Global banking regulators have signalled they might agree to a role for operational risk insurance in the Basel II bank capital accord.
Basel bonds Canada
The largest Canadian banks have banded together to share default data, making it much more likely they will all qualify for the most advantageous regulatory capital approach under the Basel II capital Accord.
Beyond Basel II - operational risk management comes of age
Integrated, enterprise-wide, operational risk management can offer much more than just regulatory compliance.
Insurers get amber light with some green
FRONT PAGE NEWS
Beyond Basle II -- operational risk management comes of age
RISK MANAGEMENT
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
Changing history
Equity risk management
How dependent are defaults?
Credit portfolio management
Plugging into electricity
Commodities
The new Accord delayed
Implementation of Basel II has been delayed to 2005, and regulators are revising key elements of their proposals for a new Accord on bank capital.
What the banking industry (and others) told the Basel regulators
The Central Bank of the United Arab Emirates said the op risk capital charge may be left to the discretion of the national supervisor, and should be based not only on quantitative factors, but should take account of qualitative factors. The Central Bank…
Basel accord brings segmentation issues for systems companies
Basel II will segment the market for firms providing IT services to banks.
Loss distribution approach on agenda
BASLE II UPDATE
Technology News
NEWS
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
Basle accord brings segmentation issues for systems companies
BASLE II UPDATE
What the banking industry (and others) told the Basle regulators
BASLE II UPDATE
Getting ahead
Cate Rocchi discovers how Wessex Asset Management found success in the Asia Pacific region