Operational risk
IRB approach explained
At the end of this month, the consultation period for the new Basel Accord on bank capital will end. We have prepared a technical section this month devoted to various issues surrounding Basel II. In the first paper, Tom Wilde sheds light on the…
Banks and investment firms: not peas in an Op Risk pod
The Basel Committee’s op risk proposals threaten to damage European investment firms, says Angela Knight. She calls for a broader review of the problems.
Bankers worried EU may not meet 2004 deadline
European bankers fear it will be touch-and-go whether the European Union will meet its 2004 deadline for introducing new capital adequacy rules for EU banks and investment firms.
Basel survey signals focus of discussion paper
The focus of the operational risk discussion document planned by global banking regulators is signalled in a survey seeking information on banks’ losses from such hazards as fraud, computer system failure and trade settlement errors.
Bankers Worried EUmay Not Meet 2004 Deadline
BASLE II UPDATE
Schroders Forges Its Op Risk Sword
INFORMATION TECHNOLOGY
The New Basle Capital Accord: Op Risk Proposals In Brief
BASLE II UPDATE
Basle Survey Signals Focus Of Discussion Paper
FRONT PAGE NEWS
Banks And Investment Firms: Not Peas In An Op Risk Pod
BASLE II UPDATE
Last-Minute Rush Expected As Deadline Looms For Basle II Comment
FRONT PAGE NEWS
An advanced model for op risk capital calculation
The Basel II regulators need to develop a comprehensive approach to op risk modelling, says Tony Blunden in his final article on the new capital accord.
Unleashing Asia’s demons
The Basel Committee’s new consultative paper on capital adequacy could wreak havoc with Asia’s domestic banks. The revamped rules will make the shortcomings of their risk management systems all too clear.
Do we need a broader definition of op risk?
A definition of op risk should embrace the linkages with market and credit risk, argues Ken Swenson.
Op risk gamma survey expected in April
Global banking regulators are expected in April to issue their survey seeking loss data from banks for the calculation of an operational risk capital charge that will be based on a bank’s own internal op risk measurements.
What can loss databases do for you?
Many banks need to understand fully the role that external op risk loss databases can play.
Banks face challenge assessing benefits of Basel II op risk approaches, says Andersen
Calculating the benefit for banks of adopting the more complex methods of arriving at an operational risk capital charge is very challenging because of uncertainties over the factors involved.
Basel discussion document will centre on internal measurement approach
Global banking regulators intend to issue in June or July a special discussion document on operational risk in the context of Basel II, the new capital adequacy accord proposed for large international banks from 2004.
Asian banks fear unfair op risk capital charges
Operational risk has long been a challenge for Asia’s banks. But many smaller banks in the region fear that a capital charge against such hazards as fraud, computer systems failure and settlement foul-ups would penalise them unfairly if it took the form…