Standardised approaches
Basel Committee faces hard choices in op risk modelling reform
Reducing model diversity may endanger AMA's risk management benefits
Too many questions in Basel floor plans, industry claims
While standardised rules are being revised, banks say they can't make a call on floors
Fed: future of op risk models “in the balance”
Basel Committee mulling altered AMA – or even replacement with RSA
Banks fear ill-aligned op risk capital under new simple method
Proposals for revised standardised approach receive mixed response
Op risk capital would double under Basel's RSA proposals – ORX
Proposed revised standardised approach would hit big banks hardest
Basel floors must be below 75% to preserve models, banks say
Regulators plan to floor modelled capital at a percentage of standardised approaches
OCC’s Taylor: US creates ‘headroom’ for leverage rethink
Tougher leverage ratio in US prompts early review
Op risk takes forward steps at OpRisk Europe 2014
New dangers and new maturity mark a milestone year for op risk
Too many agencies involved in AMA for common approach
Regulator warns reaching common standard will be difficult
Regulatory uncertainty is keeping life interesting
Conference and awards reflect a changing world
OpRisk North America: Standardised approaches under-calibrated, Basel's Adachi tells conference
Large banks holding too little capital, regulator warns
Cross-border cultural concerns are a priority for Raiffeisen
Raiffeisen Bank International operates across central and eastern Europe – op risk head Nicole Murtinger discusses the cultural challenges this brings her
OpRisk North America: Confusion remains between trading book and banking book definitions
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
Nordea rules out AMA
Another institution rejects AMA because of lack of clarity in requirements
Basel III blues: US politicians push for new QIS
Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments that saw Basel II grind to a halt. Michael Watt…
Out of the ashes: Portigon’s rise from WestLB
Out of the ashes
More risk at the top table
Top 100 banks
Portigon abandons AMA for op risk capital calculation
Portigon – the entity that emerged from the break-up of WestLB – moves away from the AMA for op risk calculation after forced restructure
Writing love letters to models
Love letters to models
Dexia rejected AMA over uncertain capital relief
Public finance specialist rejected AMA prior to break-up, finding capital benefit might not offset costs, but fellow Belgian bank BNP Paribas Fortis argues in favour of op risk modelling
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
ORR Innovation Awards: Regulator of the year
Mitsutoshi Adachi
Industry calls for new approach to op risk capital
The AMA today