
An advanced model for op risk capital calculation
The Basel II regulators need to develop a comprehensive approach to op risk modelling, says Tony Blunden in his final article on the new capital accord.
I have argued that the single model for using internal data for op risk capital calculations proposed in Basel II, the new capital adequacy accord for regulating large
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk management
AI shows cognitive bias just like humans, tests show
Risk Live: New form of op risk may be “especially dangerous” for model validators, quant says
Trump getting stuck in Washington ‘swamp’, says Scaramucci
Risk Live: Former White House comms director says lobbyists have become effective constraint on Trump agenda
EU tipped to tag less than 30 tech firms as critical for Dora
Irish regulator suggests European supervisors will take narrower view than some feared
‘I feel like a guinea pig’ – lessons from an early IMA adopter
Risk Live: Nomura’s Epperlein urges flexible approach to backtesting exceptions
Passing the port? Drill needs more CCP hands in key test
As few plan to test porting, brokers say finer asset segregation, reg waivers and capital relief would help
Why AI-enhanced risk management is vital for open finance
In bank-fintech partnerships, AI can be both a source of operational risk and a solution to it
BoE analysis sparks debate over reuse of repo collateral
Central bank policy analyst contends reuse of collateral may amplify volatility in repo rates
Op risk data: Rates bait and switch incurs Capital One punishment
Also: Crypto firms suffer cyber setbacks, Umpqua in Ponzi play and QSuper premium palaver. Data by ORX News