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Date: 6-23-2010 Author:Riordan, Ray
Visits: 201
On Risk Management, Creating the Risk Intelligent EnterpriseFrederick Funston and Stephen Wagner argue in their new book, Surviving and Thriving in Uncertainty, that the current understanding of risk management is limited. Commonly understood, risk management ...
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Date: 6-23-2010 Author:Lopez, Jose A.
Visits: 196
Challenges in Economic Capital ModelingFinancial institutions are increasingly using economic capital models to help determine the amount of capital they need to absorb unexpected losses. These models typically aggregate capital based on b...
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Date: 6-19-2010 Author:Basel Committee
Visits: 201
Adjustments to the Basel II market risk framework announced by the Basel CommitteeThe Basel Committee on Banking Supervision has agreed on certain adjustments to the document Revisions to the Basel II market risk framework(the market risk revisions). This revised market risk f...
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Date: 6-14-2010 Author:Large, Andrew
Visits: 194
How to implement a systemic risk policyThe post-crisis debate has generated many initiatives to reduce systemic risk: higher capital and liquidity ratios; restraints on bankers’ pay; and splitting banks. But these will not in themsel...
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Date: 6-14-2010 Author:Comlay, Elinor
Visits: 181
Group proposes chief risk officer for markets (Reuters) - A systemic risk regulator should act as the chief risk officer responsible for overall U.S. financial markets, according to a survey published by a financial markets trade associatio...
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Date: 6-11-2010 Author:Masters, Brooke
Visits: 138
FSA head of risk quitsThe Financial Services Authority, already under threat of reorganisation from the new coalition government, is losing its top female staff member, as Sally Dewar announced that she will step down...
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Date: 6-3-2010 Author:Peter Ainsworth
Visits: 167
ew UCITS rules on VaR will hurt investors, damage brand, says EM ApplicationsPR Log (Press Release) – Jun 02, 2010 – At a time of high market volatility , the latest consultation by the Committee of European Securities Regulators (CESR) , which close...
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Date: 6-2-2010 Author:Mark Sands
Visits: 179
Risk management will face more challenges as crisis easesThe role of risk managers and chief risk officers could come under pressure as the financial crisis changes in shape, and companies worldwide begin to feel confident about the future, according to a r...
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Date: 5-30-2010 Author:David Murphy
Visits: 181
Minimum PDs – leverage constraints on the cheapFT Lex (behind an increasingly annoying firewall) says:…a bank should not have to hold as much capital against US government debt as for complex structured loans. Basel … rules therefore...
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Date: 5-29-2010 Author:Mark Bramley
Visits: 172
Don’t Blame Risk Numbers for Market Crash System working well: Send more money.Or so goes the “successful” roulette player’s apocryphal telegram home.Today, you might be forgiven for assuming this was a message from an...
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Date: 5-29-2010 Author:Jan de Wit
Visits: 138
Credit Lost: Report of the Parliamentary Committee Inquiry Financial System (English Summary)The direct precipitator of the financial crisis was the bursting of the housing-market bubble in the United States, which occurred when it became apparent that many bad mortgages had been issued. The ...
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Date: 5-24-2010 Author:Marshall Eckblad
Visits: 177
Fed Research Praises Stress TestsReal estate loans have caused more than half of U.S. banks’ loan losses during the financial crisis — far more than the 40% they caused in the last banking crisis in the 1990s, and far mor...
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Date: 5-10-2010 Author:Martin Hutchinson
Visits: 235
A Finer Formula for Assessing RiskThe credit crisis would not have been as bad if investment banks’ risk management systems worked well. But the systems rely on sophisticated mathematical models that have a fundamental...
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Date: 5-7-2010 Author:TowersWatson
Visits: 225
Value at Risk for Pensions Expected to Decline for 2010, but Risks Remain High After gradually working their way back up to full funding after some rough market conditions during portions of the last decade, pension plan sponsors are again facing an uphill funding challeng...
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Date: 5-5-2010 Author:David Spaulding
Visits: 309
A Primer on Value at Risk Value at risk, or VaR, is viewed by some as a massively important measure. It is unique in how it characterizes risk. Most measures show risk either as a percentage (as standard deviation and tr...
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