Operational risk
Measuring the operational risk of fund valuation companies
How can we model the losses due to operational risk in asset management? The loss process approach provides an answer specifically suited to this question for the fund valuation business and is in line with the work in progress of the Basel Committee on…
Op risk modelling for extremes
Part 2: Statistical methods In this second of two articles, Rodney Coleman, of Imperial College London, continues his demonstration of the uncertainty in measuring operational risk from small samples of loss data.
UK banking bodies expect further revisions to Basel II op risk plans
British banking industry bodies said in December they continue to expect that the operational risk aspects of the proposed Basel II bank safety accord will be revised in the light of banking industry experience.
Canada's shifting credit scene
Canadian banks' attitude towards loan portfolio management is changing, and the impending Basel II Accord is accelerating the evolution of internal practices.
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.