Basel Committee on Banking Supervision (BCBS)
Lack of uptake hinders AMA development in UK
Abandoning the AMA?
OpRisk Asia review: Exploring Asia’s AMA anomalies
Asia’s AMA anomalies
Don't blame the quants, says Merton
Quantitative models were unfairly criticised in the aftermath of the financial crisis, says legendary quant and co-creator of the Black-Scholes equation, but there’s plenty for quants to work on in the current environment
Risk.net poll: Basel Committee wrong to be sceptical of capital models
Readers of Risk.net vote two to one against the Basel Committee's new-found distrust of internal capital modelling
New CPSS/Basel guidance on FX risk management to be published soon
A new consultation paper on risk management practices in the FX market will be released in the third quarter – and may be published as early as this month
Basel III threatens to throttle trade finance
An unwelcome trade-off
WGMR margin rules borrow heavily from US proposals
Working group publishes proposed margin rules for uncleared trades – bringing global rules in line with an earlier US proposal
OpRisk Europe 2012: Video
Highlights of the keynote speeches and discussions from this year's London conference
Writing love letters to models
Love letters to models
Cutting Edge introduction: The origins of the standardised CVA charge
The origins of CVA
ETF tracking error conundrum
Tracking error conundrum
Banks hope for CCP capital concessions at Basel meeting
Banks and CCPs are pressing for changes to method of calculating default fund capital
US senator calls for VAR overhaul
Speaking to Risk after JP Morgan boss testifies on $2 billion loss, US Senate banking committee member Kay Hagan says risk modelling and reporting need overhaul
Risk.net poll: Industry divided over plan to scrap VAR
Poll on Basel Committee proposal to ditch VAR attracts close to 1,000 votes - with a narrow victory for critics of the metric
US and EU banks face different Basel III floors
Regulators propose overhaul of US capital framework in long-awaited response to Basel III and Basel 2.5 - but there are differences to the European version of the rules
Spanish banks allowed to ignore default risk for sovereign bonds
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
China abandons early adoption plan for Basel III
China Banking Regulatory Commission drops plans to implement Basel Committee timetable early because of eurozone and domestic growth fears
Q&A: William Dudley on global CCP standards
Central counterparties are about to take centre stage in the revamped over-the-counter derivatives markets – a development that has given rise to a set of global principles for their management and supervision. William Dudley, president of the Federal…
Chain reaction
JP Morgan provides regulators a timely example of just how much their new rules are needed
NY Fed's Dudley fears CCP capital 'cliff effect'
Supervisors should ensure the capital regime for cleared trades avoids a sudden leap in risk weights, says New York Fed president
Cyprus presidency fears add urgency to CRD IV talks
Ecofin votes through new regulatory regime - and final amendments appear to give UK extra freedom - but work remains before Danish presidency ends on July 1