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Risk

Using credit risk models for regulatory capital

The Federal Reserve Bank of New York has a highly topical article in its forthcoming Economic Policy Review called "Using Credit Risk Models for Regulatory Capital: Issues and Options," by Beverly J. Hirtle, Mark Levonian, Marc Saidenberg, Stefan Walter,…

'Risk Management in Diversified Banks'-Fed Cumming

In the latest issue of the New York Fed "Economic and Policy Review" there is a article on "The Challenges of Risk Management in Diversified Financial Companies," by Christine M. Cumming and Beverly J. Hirtle. Christine Cumming is the director of…

Poland NBP implements new risk prevention methods

The National Bank of Poland (NBP) central bank and the Banking Supervisory Commission (KNB) will impose new principles of protection against the foreign currency risk and gold risk. Consequently the minimum solvency index for banks will rise from 8 to 11…

Bk Indonesia to adopt risk-based bank supervision

Bank Indonesia will gradually shift its banking supervision system from the current compliance-based mechanism to include the internationally practiced risk-based system starting next year, according to a senior official at the central bank.

Risk Management in Danmarks Nationalbank

This article by Ib Hansen and Christian Olgaard, in line with the National Bank of Denmark's transparency policy, takes an inside look at the way the bank manages financial market risks.

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