Operational risk

Pricing the weather

Pricing weather derivatives is different from valuing other derivatives contracts – actuarial methods play a greater role. Steve Jewson looks at the varied approaches available

MiFID: the race to comply

The EU's Markets in Financial Instruments Directive has been described as one of the most far-reaching overhauls of the financial industry ever. But with Basel II dominating the headlines, few firms have yet started to prepare in earnest for the 2007…

New op risk papers

LONDON – A raft of new technical papers on operational risk have been made available on the web over the past few months. A few of the most interesting are summarised below:

Two new consultation papers from CEBS

LONDON – The Committee of European Banking Supervisors (CEBS) launched two substantial consultation papers in June – one on the supervisory review process and the second on credit rating agencies.

M&As spark op risk software shuffle

LONDON AND NEW YORK – Mergers and acquisitions are hotting up again in the op risk software industry. Two acquisition announcements in June have set tongues wagging on both sides of the Atlantic about who the next targets will be, and which potential…

South Africa outlines Basel II challenges

South Africa has to amend its banking regulatory framework to accommodate the requirements of the new Basel Capital Accord, Basel II, says Errol Kruger, South Africa's Registrar of Banks and general manager of the supervision department at the country's…

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