Basel II
Pfeifer changes role at Commerzbank
Former head of op risk switches to project management role
Forex options traders count the cost of stressed VAR
Costing stressed VAR
Data challenge for Asia’s disparate derivatives markets
Plugging the gaps
Risk 25: Banks prepare for a low-RWA future
Weight loss: preparing for a low-RWA future
Lack of uptake hinders AMA development in UK
Abandoning the AMA?
Writing love letters to models
Love letters to models
Swedish banks braced for home loan capital hike
A weighty issue
Model foundations of the Basel III standardised CVA charge
Model foundations of the Basel III standardised CVA charge
Sponsored webinar: MetricStream
Improving risk governance throughout the organisation
OpRisk Europe: FSA made a mistake with the AMA, panellist claims
The UK Financial Services Authority should have forced large, sophisticated banks to adopt the advanced measurement approach to operational risk, risk manager argues
OpRisk Europe: Harmonised rules must preserve flexibility, panellists say
Speakers at OpRisk Europe conference call for balance between harmonisation and national freedom
VAR models in Vietnam give ‘false sense of security’
Lack of data for models is a function of Vietnam’s new capital markets – but no reason why the quality of data cannot improve over time, say speakers at Risk Vietnam conference
TD hires three in op risk to prepare for AMA
New staff to prepare for 2013 deadline
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
Why, when and how should loss data be scaled?
Economies of scale
Credible capital: regulators prepare to tackle RWA divergence
Credible capital
Basel 2.5 caused €200 billion jump in RWAs
European banks saw their RWAs leap at the turn of the year, as new trading book rules collided with the EBA's call to achieve a 9% capital minimum
OpRisk North America: Too much confidence in risk models, OCC’s Levonian warns
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
Cutting operational risk capital through insurance
Using insurance can produce significant capital savings - but some legal problems remain