Basel II
Mizuho provides a model model for AMA in Japan
Japan’s regulator points to Mizuho Financial Group’s operational risk management model as an example for banks in the country to follow. Shigehiko Mori, the group’s head of operational risk, talks about how the model works and his plans for continued…
Basel Committee defends adjustments to Basel III as calibration decisions loom
Regulators describe difficulties ahead as they prepare for Basel III calibration and transition decisions in September
CVA and the equivalent bond
CVA and the equivalent bond
Basel Committee to rethink CVA capital charge
Regulators might adapt the bond-equivalent approach amid claims the methodology will lead to perverse incentives
Regulators tout new impact studies as proof of Basel III’s viability
Basel Committee and FSB studies play down the economic impact of Basel III - proof, regulators say, that the reforms are fit for purpose.
Scor looks to Solvency II
Philippe Trainar, chief risk officer at Scor, talks to Alexander Campbell
Brazil poised for real change on Basel II
Brazil is justifiably proud of the progress it had made in the implementation of Basel II, due for completion in 2013. However, a sudden increase in lending is raising a host of data issues and diverting management’s attention away from operational risk
Change is the only constant
Regulatory change is inevitable, but those in Basel say they are taking it slow
Basel counterparty risk charge to be reworked
Several aspects of Basel counterparty risk charge up for revision, including calibration and index hedges
15 minutes with: Eraj Shirvani, Isda
Isda's chairman discusses some of the changes in the regulation of the over-the-counter derivatives market
Key Basel III decisions due as oversight board gathers
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
Chinese banks’ AMA op risk projects on hold
AMA projects on hold as Chinese banks get to grips with credit risk portion of Basel II
Basel Committee counter-cyclical proposals tie buffers to economic indicators
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
'Basel II was a big mistake': Larry Meyer exclusive interview
The former Fed governor, now vice-chairman of Macroeconomic Advisers, talks to Credit about the US central bank’s handling of the financial crisis, and gives his views on where US monetary policy is heading.
Quant Congress USA: Economist praises dynamic provisioning
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
Quant Congress USA: 'High risk of mis-calibration' in Basel III
Tight timetable for Basel III, politicisation and new liquidity ratios criticised by CRO
Index hedges may be allowed in Basel CVA charge
Basel Committee modelling group chair suggests index hedges and double counting could be fixed in proposed CVA charge.
Clear and present danger
Transparency is a concept that has been bandied about by banks a lot lately, usually when they know the press is watching. But just how transparent are banking practices, and just how clear is the Basel approach to operational risk?
Sheen: The FSA's go-to guy for op risk
Andrew Sheen at the UK Financial Services Authority has rapidly become one of the most respected experts in operational risk, perhaps due to his clear vision of where the profession needs to go and what it must do to get there.
Regulators refute calls for Basel III rethink
Speculation that Basel Committee will scrap key proposals in bank capital framework is misplaced, say insiders.
Basel II and Basel III: Top articles from Risk.net
The ink was hardly dry on Basel II when the international financial crisis saw that agreement being ripped up and recreated as Basel III.
Cebs to disclose stress-test results, says EU Council
The European Council has mandated Cebs to issue the results of this year's stress-testing exercise of the EU cross-border banking sector