Credit markets
Basel paper outlines way forward for op risk insurers
The Basel Committee on Banking Supervision released a paper in August outlining what the insurance industry must do to design op risk transfer products, including insurance and capital markets products.
Rumbles in the ratings jungle
Things are astir in the ratings jungle. Moody's published a paper earlier this year detailing a specific approach to assessing operational risk. Fitch will shortly be devoting a separate section of its rating reports to op risk. And Standard & Poor's,…
Analysing counterparty risk
In an attempt to improve on existing regulatory approaches to derivatives counterparty creditrisk, Eduardo Canabarro, Evan Picoult and Tom Wilde present a new method based on expectedpositive exposure (EPE). Using a one-factor conditional independence…
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RATINGS COMMENT
Basel paper outlines way forward for op risk insurers
REGULATORY UPDATE
Regulator outlines AMA issues for US banks
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