Operational risk
New op risk paper gets cautious welcome, but reservations remain
BASLE II UPDATE
The Basle II capital accord: op risk proposals update
BASLE II UPDATE
Advanced measurement approaches
BASLE II UPDATE
Basle regulators cut op risk charge benchmark to 12%
BASLE II UPDATE
The Basle II timetable
BASLE II UPDATE
EU welcomes Basle regulators' op risk paper
BASLE II UPDATE
Operational risk: the last frontier
This month sees the publication of a position paper on operational risk by the Basel Committee on Banking Supervision. Mark Lawrence, ANZ Bank’s chief risk officer and an expert on Basel’s controversial proposals for a charge on op risk, tells us what to…
Basel acts on private equity losses
The Basel Committee on Banking Supervision has issued a proposal for determining the capital reserves for bank equity exposures. It promises to be as controversial as the other aspects of the Basel II capital Accord.
Why an Op Risk capital charge is dangerous and won’t work
The operational risk capital charge proposed under the Basel II banking accord is fundamentally flawed, and could have unintended and highly undesirable consequences, argues Karen Shaw Petrou.
Op Risk discussion document will reflect shifts in regulator thinking
BASEL - The discussion document on operational risk expected in September from global banking regulators will try to cover all the concerns raised by bankers about this controversial aspect of the Basel II banking accord, regulators said.
A call to action for Op Risk insurers
Insurance companies must not waste time now the Basel II regulators have shown an amber light to operational risk insurance, say Roland Avery and Daniel Butler.
A Call To Action For Op Risk Insurers
BASLE II UPDATE
Wall Street Systems Adopts FpML
TECHNOLOGY NEWS
Why An Op Risk Capital Charge Is Dangerous And Won’t Work
BASLE II UPDATE
The Basle II Capital Accord: Op Risk Proposals In Brief
BASLE II UPDATE
Basel issues best practice in audit function
The Basel Committee on Banking Supervision has issued a best practice paper on the need for co-ordination between banks, their internal and external auditors, and supervisors that highlights the responsibility board directors have with regard to risk…
Protecting your assets
Fixed income Time to shift to eurozone bonds?
Probing granularity
The granularity adjustment, which adjusts risk weightings for credit portfolio diversification, is one of Basel II’s key modelling assumptions. Here, Tom Wilde uncovers a weakness in this assumption arising from the differences in the underlying credit…
Insurers get amber light with some green
BASEL - Global banking regulators have signalled they might agree to a role for operational risk insurance in the Basel II bank capital accord.
Basel bonds Canada
The largest Canadian banks have banded together to share default data, making it much more likely they will all qualify for the most advantageous regulatory capital approach under the Basel II capital Accord.
EU urged to recognise different op risk profiles of investment firms
MONTE CARLO - The European Union's plans to make investment firms as well as banks reserve capital against operational risk must acknowledge that one size does not fit all firms in the financial services industry, a leading European financial regulator…