People
Managing the exposure challenge
Credit risk reporting
Regulator hits back at Basel II critics
Much of the complexity for which the Basel II bank capital accord is criticised is the inevitable result of three highly desirable features of the pact - namely, risk sensitivity, wide applicability and the shifting of the task of risk measurement to…
Insurance companies - On the road to Basel III
UK regulators want to harmonise regulation of the financial services sector - and they have insurance companies in their sights.
Beyond STP: Staying Connected
Connections sometimes fail. Having a plan for monitoring message flow can be key to STP.
Asset managers run for cover
UK investment firms are facing increasing risk management pressures, thanks to new regulatory initiatives, legal challenges and a shift in operating environment. Coping will require a major investment in technology infrastructure – especially in the…
Changes afoot at rating agencies
Rating agencies are under fire once again, this time for failing to anticipate Enron’s bankruptcy. But they are looking to improve their methodology. What do the changes mean for banks that will have to rely on their ratings under Basel II?
Credit risk reporting: Managing the exposure challenge
Mass financial shocks – including Enron and Argentina – are forcing banks to disclose more information, faster, about their credit exposures to satisfy skittish investors. How are banks' technology infrastructures coping with this challenge?
New disclosure rule boosts pension risks
New UK accounting rule FRS 17 will force companies to disclose pensions liabilities on corporate balance sheets. The risk management issues are wide-ranging, and experts have few easy answers. Furthermore, the new rule could soon be adopted in a number…
Disclosure in the dock
Cover story
Under fire
Credit derivatives
Moody's unveils default loss model
Credit tech
Predictive Merton
Technical
AIB loss poses questions for the banking industry
FRONT PAGE NEWS
At the centre of the financial enterprise
ENTERPRISE-WIDE RISK MANAGEMENT
On the road to Basle III
INSURANCE COMPANIES
Regulator hits back at Basle II critics
BASLE II UPDATE
Isda issues FpML working draft
TECHNOLOGY NEWS
Pushing the equities button
The increase in size, diversity and sophistication of the equity derivatives markets has spurred demand for more efficient technology. How are firms responding?
The risk breaker
To claw its way back from its problem-loan nadir in the late 1990s, Bank of America embraced risk-adjusted return metrics and credit risk distribution techniques. Amy Brinkley is overseeing its turnaround.
Regulation | On the road to Basel III
UK regulators want to harmonise regulation of the financial services sector – and they have insurance companies in their sights.