Operational risk
Abbey National Distributes Risk
A distributed computing system has solved the bank’s overnight batch processing needs. Next up: boosting intra-day processing capacity.
Losses and lawsuits
LOSS DATABASE
Measuring the operational risk of fund valuation companies
ASSET MANAGEMENT
The Basel II capital accord: op risk proposals in brief
BASEL II UPDATE
Hong Kong banks lagging in preparation for Basel II
BASEL II UPDATE
Op risk modelling for extremes
SMALL SAMPLE MODELLING
Corporate risk manager of the year – Scottish Power
The Risk Awards 2003
Equity derivatives house of the year – UBS Warburg
The Risk Awards 2003
Buy-side risk manager of the year - Barclays Global Investors
The Risk Awards 2003
Technology briefs
Systems
Defining forex option value
Options pricing
Software survey 2003
Survey
Enterprise-wide risk management: Knitting together bank risks
Thanks to recent events, bank risk managers are placing more emphasis on integrating counterparty and credit risk into other portions of their enterprise-wide risk management systems.
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place.
Hong Kong banks lagging in preparation for Basel II
Hong Kong's banks are lagging their European counterparts in preparing for Basel II with most still at the early stages of project planning, according to a report by consultants KPMG.
ORX database expected early next year
LONDON - The operational risk loss database run by the Operational Riskdata eXchange Association (ORX), a consortium formed by 12 international banks to pool their op risk data confidentially, is expected to begin operating around the start of February,…
Portfolio additions are in the pipeline for CDC Ixis
absolute returns planned for french asset manager's range
Cad 3 - Against their will [full story]
Europe's asset management industry is chiding Brussels bureaucrats for trying to bury it under a mountain of Basel-inspired regulation, which could boost costs and capital charges.
Small firms welcome EU proposals
BRUSSELS - European investment firms welcomed the European Commission's decision to create a special regime for them in terms of the operational risk provisions of proposed new capital adequacy rules, according to trade bodies representing the firms.
Commission highlights weak points of op risk insurance
BRUSSELS - The European Commission highlighted in November major drawbacks to the use of operational risk insurance to reduce op risk capital charges, despite its readiness to explore a wider use of insurance than that proposed in the Basel II bank…
Basel II to boost both large and small banks' loan prices
The prices of some loan products for retail and middle-market corporate clients will almost certainly rise when banks implement the Basel II capital Accord in 2006, according to speakers at Risk 's Capital Allocation 2002 USA conference this morning.
Against their will
Cad 3