Basel II
Benefits and pitfalls of a risk taxonomy
Rigorous classification of operational risks can be the foundation of a good risk framework – but it's easy to get wrong, warns Marcelo Cruz
OpRisk North America: Regulator warns industry to get implementation of Dodd-Frank right
Implementation of Dodd-Frank Act raises op risk concerns, conference hears
OpRisk North America: Banking industry failed to tackle parallel runs, says regulator
Failure is a "black eye" for US financial sector, according to Federal Reserve Bank of Richmond unit head
OpRisk North America: Reputational risk impossible to quantify, conference hears
Defining reputational risk still a challenge for risk managers, panel says
Bank analysts spooked by huge gulfs in Basel RWA review
Some banks calculating measures that are 3% of the median in Basel Committee study, while others are more than 2,500%
Basel RWA review said to show banks 'many multiples' apart
Regulators are bracing for fresh criticism of bank capital modelling, say industry sources
The forgotten pillars of Basel II
Forgotten pillars
Basel faulty
Basel faulty
Risk USA: Regulators called on to restrict loan modelling choices
Less modelling freedom makes sense, says loan data expert – and the alternatives would be far worse
Range of practice in operational risk measurement
Rocky path to convergence
FSA forces UK banks to assume higher sovereign losses
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
More risk at the top table
Top 100 banks
ALM Europe: ‘Economic case’ for Basel III delay, says SG economist
Sequencing of the reforms is wrong, Société Générale's chief European economist tells conference
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