Standardised approaches
FRTB data standards seen as threat to emerging markets
Need for 'real' prices will limit use of models, increasing capital burden
Banks brace for assault course of FRTB implementation
Dealers face test of endurance to win model approval and avoid penal standardised charge
Industry fears grow ahead of Basel IRB consultation
Biggest share of bank capital at stake as regulators take aim at credit models
Conference hears fierce criticism of Basel op risk plans
Op risk professionals pour scorn on SMA charge, but some bank experts speak out in favour
Basel op risk plans 'not fit for purpose', say banks
SMA expected to raise capital charges, but lower standards in risk management
Basel abandons plans for Pillar 1 rates risk charge
No standard charge for banking books, but souped-up Pillar 2 still worries critics
Cutting Edge introduction: No more shortfalls?
Academics develop expected shortfall backtest to compare standardised and internal models
Basel op risk reform proposal expected to be delayed
Consultation on scrapping operational risk modelling is now expected in early 2016
Fundamentally fraught: the chaotic last weeks of the FRTB
Quick fixes should have no place in a sweeping three-year reform project
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
Facilitating appropriate compensation of electric energy and reserve through standardized contracts with swing
This study focuses on standardized energy and reserve contracts with swing (flexibility) in their contractual terms.
Basel Committee to consult on scrapping op risk modelling
Regulators plan to propose single simple method
UK banks won't face FRTB capital hike – BoE official
Policy expert says most trading risks already captured under Pillar 2 framework
BoJ and JFSA officials seek bank capital clarity
BoJ’s Nakaso suggests moratorium after current rule-book changes are complete
New op risk capital approach has its own problems – Leipoldt
OpRisk Asia: Revised standardised approach an improvement but no panacea
New trading book QIS tackles correlation gripes
Changes proposed for correlation, exotic derivatives and hard-to-model risks
Standardised approaches pile up capital and data woes
Banks round on one-size-fits-all rules for market, credit and op risk
Standardised approaches: the risks of reform
Comparing modelled and standardised capital may raise more questions than it answers
Dealers slam Basel plans for hard-to-model trading risks
FRTB would prevent modelling for too many risk factors, critics claim
Basel considers U-turn on fourth trading book QIS
Industry lobbying prompts regulator to revive plans for a further impact study
Banks find huge capital jump in FRTB impact study
QIS shows five-times increase under revised standardised approach to market risk
Basel Committee faces hard choices in op risk modelling reform
Reducing model diversity may endanger AMA's risk management benefits
Too many questions in Basel floor plans, industry claims
While standardised rules are being revised, banks say they can't make a call on floors
Fed: future of op risk models “in the balance”
Basel Committee mulling altered AMA – or even replacement with RSA