Stress-testing

Basel rules set to change

Despite the difficulty and cost involved, even banks accept that aspects of the old financial regulatory regime must yield their place and go. Patrick Blum asks industry consultants what Basel II reforms they expect to see in 2010, and how firms can…

Replicating success

The financial crisis drummed home to many banks the advantages of quickly calculating exposures and executing hedges for complex portfolios. As a result, some banks are looking to the insurance sector and their use of replicating portfolios. By Clive…

Make it personal

Operational risk managers need to do more than merely collating and analysing loss data, they need to add value by working towards the firm's business objectives. This can be achieved using stress testing and scenario analysis, which add a human element…

Building up Basel II

In an exclusive interview with Risk, Stefan Walter, secretary-general of the Basel Committee on Banking Supervision, discusses everything from capital to pro-cyclicality, while outlining the reform agenda for Basel II. Rob Davies reports

Witches, wizards and stress tests

Even Harry Potter with all his magical skills would have a hard job restoring faith in the global financial system. So in his absence, the US bank stress tests will have to do.

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