Operational risk
Applying op risk and probabilistic networks to corporate actions processing
CORPORATE ACTIONS PROCESSING
Op Risk Technology
CORPORATE GOVERNANCE
Briefs
MANAGEMENT INTELLIGENCE
Vorsprung durch AMA
GERMANY AMA
New op risk papers
MEASUREMENT ADVANCES
Hopes and fears over SEC's NRSRO rules
REGULATORY UPDATE
An end to data juggling?
DATA MANAGEMENT
Ensuring Insurance
INSURANCE PRODUCTS
Material weaknesses in internal controls exposed
MANAGEMENT INTELLIGENCE
Sponsor's article > Standard Bank Selects SunGard for Global Basel II Compliance and Capital Management
SunGard (NYSE:SDS) announced that Standard Bank Group has selected SunGard’s Basel II Capital Manager for Basel II compliance and capital management. A customer of SunGard’s since 1996, Standard Bank will use the Basel II Capital Manager for its retail…
Sponsor's Webcast Basel II- mere compliance or more business?
Basel II compliance is not just a cumbersome regulatory requirement. It actually presents a unique opportunity to improve your risk management processes, and ultimately your bank's performance.
The long and short of CDOs
product launch
From windows to doors
Malaysia
Rights and wrongs of hedging mortgage risk
Mortgage banks
RiskNews
RiskNews
Treatment of incomplete data: the effects on parameter estimates, EL and UL figures
Marco Moscadelli1, Anna Chernobai 2 and Svetlozar Rachev 3 discuss a practical solution for consistent estimation of operational loss severity and frequency distributions, and analytically measure the extent of the bias on the EL and UL figures when…
NPR: under wraps, for now
Considering last month’s US regulator conference should have covered the notice of proposed rulemaking in some depth, any information on NPRs was noticeably scant. By Ellen Davis
UK speeds towards Basel II implementation
LONDON – Momentum is gathering at the UK’s Financial Services Authority (FSA) for the implementation of Basel II in the island nation.
Sponsor's article > Mizuho Case Study: Implementing an Integrated, Scalable Risk Management Solution
Risk management never stands still for long. Financial markets are forever evolving, products are gaining complexity, and the sheer number of trades is growing rapidly. Risk management solutions and practices designed for the markets of the past can lack…
CRD timing in doubt
BRUSSELS – The timing of the EU’s Capital Requirements Directive (CRD) remained in doubt as members of the Committee of Economic and Monetary Affairs in the European Parliament submitted a whopping 887 amendments at the May 23 meeting.
Living with recognition
Under new accounting rules implemented this year, the majority of Europe's asset-backed securities transactions will now have to be recognised on balance sheet. Will this lead to a drop in securitisation volumes? Duncan Wood reports
Sponsor's Webcast Basel II- mere compliance or more business?
Basel II compliance is not just a cumbersome regulatory requirement. It actually presents a unique opportunity to improve your risk management processes, and ultimately your bank's performance.
Industry groups speak out on SEC rating agency rules
Financial industry bodies broadly greeted the Securities and Exchange Commission's proposed rules on approving nationally recognised statistical rating organisations (NRSROs), but voiced concern that the final rules could be too lax.
A place on the grid
A growing number of banks have implemented grid technology for their risk management and derivatives trading businesses, allowing them to borrow spare capacity from dormant computers to process complex tasks in a fraction of the time. By Clive Davidson