Basel III

RegNews, the Regulatory News Aggregator

With all the ongoing activity around financial regulation having a convenient aggregation point for the main news is an indispensable tool for financial risk managers. This prompted us to build and roll out the Regulatory News App (RegNews in short), which is now live and freely accessible here. The app is designed to be usable both on a desktop and mobile environment.

The rationale for continuing with internal capital models in the Basel 3 world

Overview of the challenges and opportunities offered by internal capital models (economic capital models) in the post-crisis era. Conference Presentation given at:

• Venue: 2nd Annual Capital Modelling under Basel III (Marcus Evans Conference)
• Location: London
• Time: January 28th 2014
• Link to presentation: Local file

Open Risk developed an online accessible version of the AQR manual that offers additional means to access and browse the Phase 2 ECB AQR Manual.

The asset quality review (AQR) was one of the components of the comprehensive assessment performed by the ECB prior to assuming full responsibility for supervision under the single supervisory mechanism in November 2014