Thought and comments on risk management in the banking industry. For more of these, see riskognize.com
If you work in data analysis, you should definitely pick up on R or at least give it a try. Once you have decided to learn R (and why wouldn’t you?) these 2 upcoming Coursera courses can help put you on your path. These starts in September and October and will require 3-5 hours per […]
As risk advisor to financial institutions, my work on risk communication largely focus on the technical component of risk; How to accurately quantify risks, and then communicate it out in ways that people can relate to and act upon. This interview of Peter Sandman in Freakonomics Blog is a revelation for me.
The consultative document can be found at http://www.bis.org/publ/bcbs201.htm At the heart of the proposed method to identify the G-SIBs (Globally Systemically Important Banks) are the list of indicators that will be used to measure the importance of each bank. The way the score is then calculated is explained in paragraph 17: 17. For […]
The Basel Committee on Banking Supervision issued two papers on operational risk: Principles for the Sound Management of Operational Risk and Operational Risk – Supervisory Guidelines for the Advanced Measurement Approaches.
The Basel Committee on Banking Supervision today issued final Pillar 3 disclosure requirements for remuneration. The Committee’s proposed Pillar 3 disclosure requirements on remuneration add greater specificity to the disclosure guidance on this topic that was included in the supplemental Pillar 2 guidance issued by the Committee in July 2009. The proposals cover the […]
