Basel III

New App Release: RegNews, the Regulatory News Aggregator

New App Release: RegNews, the Regulatory News Aggregator

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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. In line with the beta testing status of the entire Open Risk website, this app will evolve, subject to user comments and feedback!
Benchmarking and the future use of internal capital models

Benchmarking and the future use of internal capital models

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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
ECB AQR Programme Documentation

ECB AQR Programme Documentation

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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 NB: The AQR manual is now being integrated into the Open Risk Manual.