The Basel II capital accord: op risk proposals in brief

BASEL II UPDATE

This summary is based on the operational risk proposals contained in the second Basel II consultative paper issued in January, 2001 as amended by the Working Paper on the Regulatory Treatment of Operational Risk of September, 2001, the Basel Committee's statement of July 10, 2002, and the third quantitative impact study of October 1, 2002. All are available on the Bank for International Settlements' website (www.bis.org).

BiG international banks will be required for the first time from late 2006

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Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

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