Loss data

• Operational risk

Advanced measurement approaches

The September working paper on operational risk from the Basel Committee on Banking Supervision confirmed that global banking regulators are looking at a range of advanced ways of calculating op risk capital charges instead of a single method.

• 01 Oct 2001

• Risk management

Data trouble

Regulators insist that they want a capital charge on banks’ operational risks. But the plan rests on the ability of banks to collect data and model the risks involved, and there’s a frightening lack of agreement on how to do that.

• 01 Jun 2001

• Markets

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.

• 01 May 2001

• Risk management

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.

• 01 Apr 2001

• Risk management

A beginning, not an end...

There's a host of operational risk issues still to be ironed out by the global banking industry and its supervisors. Bank regulator Jeremy Quick considers the key questions.

• 01 Feb 2001