The Op Risk Questions Which US Banks Must Answer

BASLE II UPDATE

WASHINGTON -- US banking regulators want US banks to review and comment on all aspects of the new Basle capital adequacy accord proposed by global banking supervisors. The deadline for receiving comments is May 31, 2001

The three regulatory agencies -- The Board of Governors of the Federal Reserve System, the Federal Deposit Insurance Corporation and the Office of the Comptroller of the Currency -- have highlighted specific issues of particular significance for the US banking system.

The agencies

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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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