Infrastructure
Regulatory capital volatility
Basel II
Weighting for risk
Basel II
IRBapproach explained
Basel II
Could do better
David Rowe argues that the Basel Committee can provide better incentives for improved operational risk management than those implicit in the draft revision to the capital Accord.
Bankers worried EU may not meet 2004 deadline
European bankers fear it will be touch-and-go whether the European Union will meet its 2004 deadline for introducing new capital adequacy rules for EU banks and investment firms.
Basel survey signals focus of discussion paper
The focus of the operational risk discussion document planned by global banking regulators is signalled in a survey seeking information on banks’ losses from such hazards as fraud, computer system failure and trade settlement errors.
The FSA’s hardliner
Oliver Page, of the UK’s FSA and the Basel Committee on Banking Supervision, says regulators should stay tough on credit and operational risk.
Bankers Worried EUmay Not Meet 2004 Deadline
BASLE II UPDATE
Schroders Forges Its Op Risk Sword
INFORMATION TECHNOLOGY
The New Basle Capital Accord: Op Risk Proposals In Brief
BASLE II UPDATE
IBM Launches STP Workbench
INFORMATION TECHNOLOGY
Basle Survey Signals Focus Of Discussion Paper
FRONT PAGE NEWS
Op Risk Not Ready For Fixed Rules, Says Isda
BASLE II UPDATE
Last-Minute Rush Expected As Deadline Looms For Basle II Comment
FRONT PAGE NEWS
IBM And Wilco Link To Market Gloss Settlement System
INFORMATION TECHNOLOGY
Hedging electoral risk
New markets
Modelling default correlation
Credit risk
The relativity of volatility
Stress testing
Binomial gammas
The Basel II gamma question is vexing minds around the world. Here, concerned UK couple Mr and Mrs J Pézier of Purley, Surrey voice their fears.
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.
Do we need a broader definition of op risk?
A definition of op risk should embrace the linkages with market and credit risk, argues Ken Swenson.
Op risk gamma survey expected in April
Global banking regulators are expected in April to issue their survey seeking loss data from banks for the calculation of an operational risk capital charge that will be based on a bank’s own internal op risk measurements.