Capital requirements
Unleashing Asia's demons
The Basel Committee’s new consultative paper on capital adequacy could wreak havoc with Asia’s domestic banks. The revamped rules will make the shortcomings of their risk management systems all too clear.
EU anticipates critics in its Op Risk charge proposals
While debates still rumble on over the new Basel capital accord, the European Union Commission's capital adequacy rules are prompting another set of arguments.
The Op Risk questions which US banks must answer
US banking regulators want US banks to review and comment on all aspects of the new Basel capital adequacy accord proposed by global banking supervisors. The deadline for receiving comments is May 31, 2001.
A risk-control model for operational risk capital
Basel II's op risk proposals should allow for a simple internal model, argues Tony Blunden in his second article on the new capital adequacy accord.
Basel reform: why the market should decide
The 1988 Basel Accord made bank capital rules more precise. But this did not save the Japanese banking system or slow the erosion of credit intermediation by US banks. Mark Brickell, managing director at JP Morgan in New York, has been an architect of…
Haircuts for hedge funds
Collateral
The maturity offset problem
Regulation
Reconcilable differences
H Ugur Koyluoglu and Andrew Hickman explore the common ground between the new credit risk models and the implications for risk management and regulatory capital reform.