Operational risk news and analysis articles - Risk.net

How real is Germany’s threat to veto the proposed Basel II bank capital accord if the country fails to get the concessions it wants on the accord’s treatment of bank lending to small to medium-sized companies (SMEs)?

01 Dec 2001

Market risk

SAP makes play for risk territory

German software giant SAP is making a firm move into the risk management industry with the further development of its range of industry solutions. The Waldorf-based firm has already developed credit and market risk components for the financial services…

01 Dec 2001

Risk management

Could the Basel II op risk charge be cut again?

BASEL - Might banking regulators agree again to lower the capital charge for operational risk proposed under the controversial Basel II bank capital accord as part of horse-trading over the credit risk charge?

01 Dec 2001

Credit risk

Building for Basel

The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.

01 Dec 2001

Markets

Is there hope in the advanced measurement approaches?

Basel II is mistaken in assuming a stable relationship between expected and unexpected losses, argues Jacques Pézier in his second article on the Basel Committee’s recent operational risk working paper.

01 Dec 2001

Risk management

Op risk sound practices paper delayed yet again

Basel - Global banking regulators delayed publication of their operational risk sound practices paper yet again in November.

01 Dec 2001

Credit risk

Building for Basel

The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.

01 Dec 2001

Risk management

Op risk capital charges to apply in expanded European Union

Brussels - The terms of the European Union’s proposed new capital adequacy rules for banks and investment firms will apply to all member countries of an expanded EU, officials with the European Commission, the EU’s ruling body, said in November.

01 Dec 2001

Credit risk

A spanner in the works

The US and Germany are in a standoff over Basel II’s capital charge calculation for SME lending. Without a compromise this month, the issue threatens to derail implementation of the Accord and the European Directive.