Research shows op risk capital will surpass market risk capital


BOSTON -- A new research paper from the Federal Reserve Bank of Boston shows that the amount of capital that will be set aside under the new Basel II rules "will often exceed capital held for market risk, and that the largest banks could choose to allocate several billion dollars in capital to operational risk."

The paper, Capital and risk: New evidence on implications of large operational losses, was posted on the Federal Reserve Bank of Boston’s website in early October. It follows on from

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Investment banks: the future of risk control

This survey report explores the current state of risk controls in investment banks, the challenges of effective engagement across the three lines of defence, and the opportunity to develop a more dynamic approach to first-line risk control

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