Basel Committee
FSF releases update on April recommendations
The Financial Stability Forum (FSF) – - on October 10 released a follow-up to its April white paper, Enhancing Market and Institutional Resilience.
EU considers tougher capital rules for banks
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Chaos theory - Why a little instability might be no bad thing for the future of the credit market
The recent history of the financial markets has been a story of cheap and widely available credit and advances in risk management techniques that have enabled investors to accurately price - in theory, at least - a book of risks. David Boorer of Northern…
Understanding 'true LTV'
Risk management is now top of the boardroom agenda for mortgage lenders across the globe. Mark Witherspoon of UKValuation explains why understanding the concept of 'true loan-to-value' is a key element of any lender's approach to risk management
Gathering confidence
Securitisation
Un modello di Vasicek multistato con correlazione tra tassi di default e perdita
Approfondimenti - Rischio di credito
Building pillar 2
Regulatory capital
Flight to qualitative
Risk Management
Learning from subprime
Opinion
Incremental concerns
Basel II
If it's broke..
Economic capital models
ALM Europe: Basel II move "a traumatic event"
Echoing concerns about the burden of new regulations on a struggling banking sector, Ian Tyler, Tesco Personal Finance's treasurer, said that introducing Basel II capital adequacy rules at the bank had been "a traumatic event".
ALM Europe: "Fear and laziness" caused crisis
Banks are making their situations worse by refusing to do the due diligence required to lend in the interbank market, Dutch central banker Maarten Gelderman told the Risk ALM Europe conference in London today.
Stress testing next on the agenda for Basel Committee
With the need for more qualitative assessments of risk becoming ever more paramount in the wake of the credit crisis, the Basel Committee for Banking Supervision is working on a consultation paper on stress testing.
BIS speaks out on economic capital calculation
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Measuring liquidity risk
Liquidity risk
Aging Tigers
Variable Annuities
Lessons in liquidity
Q & A
Points of principle
Liquidity risk
Topping the agenda
Liquidity risk
A return to nuts and bolts
Risk management
The capital ratio conundrum
Regulatory capital
Wary of the IRC
Basel II