Basel II
Extra capital needed for institutions deemed too big to fail, FSB warns
FSB sets out broad direction for special treatment, but admits the possible need for national discretion.
Risk Middle East: CROs face communication challenges
Senior risk managers seek more influence with business lines and top management
Risk Middle East: banks will go "back to basics," regulators warn
"You can't leave the monkeys in charge of the bananas," supervisor argues on opening day of conference.
Back to the drawing board for trading book rules
Throwing the book
Product suitability top concern for Asia op risk managers
A suitable ploy
Basel Committee stalls on key element of counter-cyclical plans
Market participants cast doubt on the collective strength of multiple measures to mitigate pro-cyclicality in Basel III.
Risk South Africa Rankings 2010
Neck and neck
Capital deductions an issue for US banks facing Basel III
US banks will find it easier to comply with Basel III than European counterparts, but capital deductions could pose a problem
Structural changes behind rise in long-dated skew, say dealers
Reduction in risk appetite and regulatory crackdown causing increase in long-dated skew, say equity derivatives dealers
Germany leads the way on the AMA
The AMA machine
Basel III: Banks fret about return on equity
Investors could shun bank equity if higher capital levels cause returns to slip
Impact of Basel III core capital standards remains unclear, analysts say
As governors back higher capital standards, ex-Bank of England special adviser argues economic impact remains difficult to pin down; commentators say reforms do not address risk attitudes
Subbarao concerned over Basel III countercyclical measures
Reserve Bank of India governor Duvvuri Subbarao cites concern over variable likely to be used to calibrate countercyclical buffers
Middle East maelstrom
Middle East maelstrom
ORX surveys finds scenarios are thriving
The Operational Risk Data Exchange (ORX) recently surveyed its members about their use of scenarios in managing operational risk, and discovered firms attribute considerable value to the process
Asset managers feel the op risk pressure
Increased regulatory scrutiny combined with investor demand for better transparency and corporate governance standards is driving improvements in the way operational risk is managed at asset and fund management businesses since the events of the…
Mizuho provides a model model for AMA in Japan
Japan’s regulator points to Mizuho Financial Group’s operational risk management model as an example for banks in the country to follow. Shigehiko Mori, the group’s head of operational risk, talks about how the model works and his plans for continued…
Basel Committee defends adjustments to Basel III as calibration decisions loom
Regulators describe difficulties ahead as they prepare for Basel III calibration and transition decisions in September
CVA and the equivalent bond
CVA and the equivalent bond
Basel Committee to rethink CVA capital charge
Regulators might adapt the bond-equivalent approach amid claims the methodology will lead to perverse incentives
Regulators tout new impact studies as proof of Basel III’s viability
Basel Committee and FSB studies play down the economic impact of Basel III - proof, regulators say, that the reforms are fit for purpose.