Operational risk
Congress feels funding heat for terrorism risk programme
MANAGEMENT INTELLIGENCE
Complaints over SOX compliance fall largely on deaf ears
CORPORATE GOVERNANCE
Op risk ‘an end-to-end-process’, says Sabatini
MANAGEMENT INTELLIGENCE
A pragmatic approach to modelling KRIs and their impact on OpVaR
PRACTITIONER’S CORNER KRIS
Mixed response to CESR paper
REGULATORY UPDATE
Icap and CST settle dispute
MEASUREMENT ADVANCES
Legal risk losses ‘not on databases’
COVER STORY
Financial regulation ‘at saturation point’
MEASUREMENT ADVANCES
Briefs
MANAGEMENT INTELLIGENCE
EU C&S debate continues
MANAGEMENT INTELLIGENCE
New home-host guide from CEBS
COVER STORY
SA banks complete QIS4
REGULATORY UPDATE
MiFID working group created
REGULATORY UPDATE
Mandate expands, but money doesn’t
Annual Survey Of OpRisk
Operational risk management is taking hold
Corporate Statement
Sponsor's article > Algo Capital: Algorithmics’ solution for Basel II
Basel II presents financial institutions with a significant challenge. It demands that institutions take a more integrated, enterprise approach to risk management, both across risk types and across economic and regulatory capital calculations. These…
Living with volatility
Three months after the new International Financial Reporting Standards came into effect, European companies are waiting to see how the rules will be received by investors and analysts. Duncan Wood reports
A forward-looking adjustment for op risk quantification
Anupam Sahay and Ashish Dev present a general discussion of the basic elements of a rational framework for operational risk quantification. Then they focus on modelling the effect of internal controls and business environment on operational events. The…
Regulation into returns
Managing one of the largest US commercial mortgage portfolios entails tough operational risk and Sarbanes-Oxley compliance challenges. General Motors Acceptance Corporation’s commercial mortgage arm is meeting the challenge and cashing in on its new…
Isda looks to past and future
Members of the International Swaps and Derivatives Association celebrated two decades of derivatives achievements at the trade body’s twentieth annual general meeting in Barcelona last month.
Pillar I too complex for small countries
The complexity of Pillar I of the New Basel Accord is forcing smaller, resource-constrained countries, to delay the implementation of the aspect of the Accord that involves the determination and measurement of minimum capital requirements.
Chile releases Basel II timetable
The Chilean Superintendent of Banks and Financial Institutions (SBIF) has released a Basel II consultative document that also details the country's implementation plan for the new Basel Accord, according to Gunther Held, head of research at the bank…
The consolidation machine keeps rolling
Algorithmics, a name that has become synonymous with driving the development of risk management practices and technology, was acquired by the Fitch Group in January this year. Victor Anderson talks to Andy Aziz, Algo's vice-president of buy-side…
Sponsor's article > The dangers of complexity
The dramatic financial market changes of the past 20 years have introduced daunting complexity into the system. Much of this complexity is the necessary consequence of valuable innovations. David Rowe argues, however, that complexity for its own sake is…