Basel Committee
Japanese Risk -- Sakura Bank’s Approach To The Measurement Of Operational Risk
PRACTITIONER ANALYSIS
Basel reform: why the market should decide
The 1988 Basel Accord made bank capital rules more precise. But this did not save the Japanese banking system or slow the erosion of credit intermediation by US banks. Mark Brickell, managing director at JP Morgan in New York, has been an architect of…
Stress tests and risk capital
For many financial institutions, "stress tests" are an important input into processes that set risk capital allocations. In the current regulatory environment, two distinct model-based approaches for setting regulatory capital requirements include stress…
Rounding Up The Regulators
CAPITAL CHARGES
IN BRIEF
IN BRIEF
Capital Charges For Operational And Other Risks -- The Regulatory Logic
RULES & REGULATIONS
CIBC's Mark & Crouhy: VaR CanStill Work
FRONT PAGE
JP Morgan And State Street Unveil VAR Application For Pension Funds
VENDORS & SERVICES
ACI Examines Impact Of Single European Currency On VAR Models
METHODS & REGULATIONS
Basle Committee Removes Floor On 'Specific Risk' Capital Calculations
METHODS & REGULATIONS
Garp Mulls Rival Capital Proposals
METHODS & REGULATIONS
CMG Plans New Version Of Cobra For Basle Regulatory Compliance
VENDORS & SERVICES
Basle Agrees To In-House Risk Modelling
METHODS & REGULATIONS