Probability of default (PD)

• Risk management

Five reasons why regulators should approve the loss-distribution approach

The Basel Committee shied away from the most risk-sensitive way of calculating an op risk charge, says Michael Haubenstock. He argues for a green light.

• 01 Mar 2001

• Infrastructure

The long and the short of it

Investment management

• 01 Aug 2000

• Risk management

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.

• 01 Oct 1998