Basel Committee
SAP makes play for risk territory
German software giant SAP is making a firm move into the risk management industry with the further development of its range of industry solutions. The Waldorf-based firm has already developed credit and market risk components for the financial services…
Could the Basel II op risk charge be cut again?
BASEL - Might banking regulators agree again to lower the capital charge for operational risk proposed under the controversial Basel II bank capital accord as part of horse-trading over the credit risk charge?
Building for Basel
The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.
Is there hope in the advanced measurement approaches?
Basel II is mistaken in assuming a stable relationship between expected and unexpected losses, argues Jacques Pézier in his second article on the Basel Committee’s recent operational risk working paper.
Op risk sound practices paper delayed yet again
Basel - Global banking regulators delayed publication of their operational risk sound practices paper yet again in November.
Building for Basel
The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.
Op risk capital charges to apply in expanded European Union
Brussels - The terms of the European Union’s proposed new capital adequacy rules for banks and investment firms will apply to all member countries of an expanded EU, officials with the European Commission, the EU’s ruling body, said in November.
A spanner in the works
The US and Germany are in a standoff over Basel II’s capital charge calculation for SME lending. Without a compromise this month, the issue threatens to derail implementation of the Accord and the European Directive.
Building for Basel
Basel implementation
A wider view of risk
Enterprise-wide risk
Could the Basle II op risk charge be cut again?
FRONT PAGE NEWS
Op risk sound practices paper delayed yet again
BASLE II UPDATE
Will Germany scupper Basle II?
BASLE II UPDATE
Is there hope in the advanced measurement approaches?
BASLE II UPDATE
Op risk capital charges to apply in expanded European Union
BASLE II UPDATE
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
Spain's Banco Sabadell signs up to OpVar
Banco Sabadell, a Spanish retail bank, plans to employ operational risk management services provided by OpVantage, the firm created by the merging of NetRisk's quantitative op risk services with consultants PricewaterhouseCoopers.
Wrestling with Basel II
The revisions to the Basel Accord have enormous implications for Japan, a nation with a banking system still getting to grips with non-performing loans and the impact of mark-to market accounting rules. Anthony Rowley reports from Tokyo.
Unresolved Basel II issues include total capital and economic impact, says UK central banker
OXFORD, ENGLAND - The question of what should be the appropriate overall level of protective capital in the world’s banking system remains one of the unresolved issues of the Basel II banking accord, said deputy Bank of England governor David Clementi…
Banks still nervous about gross income as an op risk indicator
BASEL - Banks seem pleased with many aspects of the recent working paper on operational risk issued by global banking regulators, but are still nervous about some of the cross-border anomalies that could be thrown up by the use of gross income as a risk…
Basel regulators may scrap 90% IRB floor for credit risk
Global banking regulators will soon abandon their controversial 90%, two-year floor on the benefit banks could reap by moving to the advanced internal ratings based (IRB) technique for calculating capital charges against credit risk under the Basel II…