Operational risk
Profile: People’s Bank implements Basel II
Cover story
Constructing an operational event database
Technical focus
Losses and lawsuits
Loss database
Mitsubishi implements Portia
Technology
US customer privacy laws are weak, says Financial Insights
Regulatory update
BITS publishes aggregation guidelines
Technology
Technology briefs
Technology briefs
Understand qualitative aspects of operational risk first, says DTCC
Implementation Outlook
Firms seek reputational risk solutions in light of the Parmalat scandal
Implementation Outlook
Building scenarios
Operational risk
Tragedy or farce?
parmalat focus
BIS issues principles for home-host recognition of AMA; changes securitisation framework
Significant subsidiaries of international banks will be able to calculate Advanced Measurement Approach (AMA) capital requirements using a mixed approach, according to the Basel Committee.
CreditVantage launches European credit risk database
CreditVantage, a division of Fitch Risk specialising in credit risk software, has launched a new resource for European credit risk data, called the European Loan Loss Database (ELLD).
Operational risk versus credit risk: Similarities and differences
Many attempts have been made to adapt credit risk models to quantify operational risk. In this article, Gerrit Jan van den Brink of Dresdner Bank and KPMG's Thomas Kaiser compare op risk and specific credit risk models in terms of input data, methodology…
CreditVantage launches European credit risk database
CreditVantage, a division of Fitch Risk specialising in credit risk software, has launched a new resource for European credit risk data, called the European Loan Loss Database (ELLD).
Derivatives both a help and a danger, says BoE deputy governor
Derivatives are both a help and a danger to global financial stability, according to the deputy governor of the Bank of England, Andrew Large.
CreditVantage launches new probability-of-default software
CreditVantage, a division of Fitch Risk specialising in credit risk software, has launched the CRS Corporate PD Model, a package that calculates the probability of default.
Book extract > Introduction to the Basel II Handbook: A Guide for Financial Practitioners
In June 1999, the Basel Committee on Banking Supervision made its long-anticipated announcement to introduce a new capital adequacyframework to replace the 1988 Accord. 1
BITS publishes new guidelines for Financial Services Aggregation
BITS, a Washington, DC-based non-profit consortium of 100 of the largest financial institutions in the US, has published new voluntary guidelines for financial services aggregation that promote sound, private and secure services.