Credit risk
Basel's new credit model
The Basel Committee’s new consultative paper allows banks to internally rate individual credits. But at the portfolio level, Basel wants to apply a single model framework, based in part on a technical paper published in Risk magazine in October 1998.
Documentation dilemmas
Concerns over credit event definitions and the Basel Committee’s ‘ w ’ capital charge on credit mitigation instruments will not be easily resolved.
Basel part one: the new accord
The Basel Committee’s second consultative paper on reform of the 1988 Accord on capital holds some surprises. Some believe regulatory capital will now have to rise. Dwight Cass reviews the changes.
Basel part two: the jury's verdict
Twelve risk experts and regulators assess the impact of the Basel Committee's proposals.
Electronic Derivatives Markets And Operational Risk Analysis
RISK IDENTIFICATION
RMO Q&A
RMO Q&A
Fuji, ABN Amro: Use Sentry For Collateral Mgt System
METHODS & REGULATIONS
Commerzbank Manages Collateral With IFS' Marginman
TECHNOLOGY & INTEGRATION
RMO Q&A
RMO Q&A
Askari's RiskBook: Benchmark For Risk/Return Tools?
TECHNOLOGY & INTEGRATION
Group's Call For Management Boosts Drive For Risk-Adjusted Framework
METHODS & REGULATIONS
CIBC's Mark & Crouhy: VaR CanStill Work
FRONT PAGE
President's Working Group Hints At Risk Oversight For MAPs
METHODS & REGULATIONS
BACK OFFICE
BACK OFFICE
RMO Q&A
RMO Q&A
Algorthmics To Replace RiskWatch With New RiskEngine Application
VENDORS & SERVICES
FX Committee Addresses Operational Risks Of Collateralized Forex Trading
MANAGEMENT & OPERATIONS
RBC Dominion Installs Cats' Carma For Global Credit Risk Management
TECHNOLOGY & INTEGRATION
Sungard Releases New Collateral Management Module For Devon
VENDORS & SERVICES
Cedel Prepares To Launch GCSS Collateral Management Service
VENDORS & SERVICES