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Blogger Choice – Research Papers April 12, 2007

Posted by riskopedia in Basel II, EAD, LGD, Model, Of interest, PD, Retail Risk, Risk Management, Stress test, Stress Testing.
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I actually really like this site when there are alot of valuable risk methodology papers. From Pricing, Models, Credit scoring etc.

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Blogger Choice – Basel II Stress Testing April 1, 2007

Posted by riskopedia in Basel II, EAD, LGD, Model, Of interest, PD, Regulator, Retail Risk, Risk Management, Stress test, Stress Testing.
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A good intro to Basel II Stress testing and has an example being illustrated:

http://www.findarticles.com/p/articles/mi_m0ITW/is_1_86/ai_n14897369

Compliance or Strategic?? March 23, 2007

Posted by riskopedia in Basel II, Model, Of interest, Regulator, Retail Risk, Risk Management, Uncategorized.
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It is not that far away to the date of Basel II implementation. Most banks would be on their final hurdle, well, at least for Pillar 1.

Up until now, firms who were planned to be beyond standardized, have spent millions. With lot of projects start winding up. One question has floated to the surface, which somehow, did not have a clear answer back then.

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Blogger Choice – Basel II and Australian’s banks March 20, 2007

Posted by riskopedia in Basel II, Of interest, Retail Risk, Risk Management.
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A summary of PWC view on Australian’s banks in Basel II (back in 2005, it will be quite different now, we believed)

www.pwc.com/extweb/industry.nsf/docid/58CDB6C38500D8FE85256760001DE90C/$file/Basel_II.pdf

Constant Proportion Debt Obligation (CPDO) March 17, 2007

Posted by riskopedia in Basel II, Economy, Of interest, Retail Risk, Risk Management.
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This is a new product when introduced sometime around last year (2006). Here is a presentation by ABN AMRO, cpdo.pdf

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