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Official BIS: Group of Governors and Heads of Supervision announces higher global minimum capital standards Basel III

 

HEALTH WARNING : THIS MAY REQUIRE THE ADOBE PDF FACILITY,

IT DOES GO ON A BIT; BUT IS NEVERTHELESS WORTH IT

 

At its 12 September 2010 meeting, the Group of Governors and Heads of Supervision, the oversight body of the Basel Committee on Banking Supervision, announced a substantial strengthening of existing capital requirements and fully endorsed the agreements it reached on 26 July 2010. These capital reforms, together with the introduction of a global liquidity standard, deliver on the core of the global financial reform agenda and will be presented to the Seoul G20 Leaders summit in November.

The Committee's package of reforms will increase the minimum common equity requirement from 2% to 4.5%. In addition, banks will be required to hold a capital conservation buffer of 2.5% to withstand future periods of stress bringing the total common equity requirements to 7%. This reinforces the stronger definition of capital agreed by Governors and Heads of Supervision in July and the higher capital requirements for trading, derivative and securitisation activities to be introduced at the end of 2011.

Siag Risk Management: Speed Kills; Unless you keep pace with it!

As Aldous Huxley commented; “Speed provides the one genuinely modern pleasure”. In a world where the speed of information increases exponentially approaching mere nanosecond lagging with cache memory processing and even faster data processing chips, the speed of important changes in data may be swamped and invisible within a morass of reports and systems where it becomes increasingly more difficult to identify the inconsequential from the vitally critical. This is the modern global market universe in which financial institutions exist.

Exchange Traded Everything

Asymptotix is today releasing a new paper:  

Risk Management: A Differential Diagnosis.

ZERO COUPON YIELD CURVE: March 2010

SIAG ZERO COUPON YIELD CURVEMy partners at Siag in Madrid are in a development process, at the finalisation of a Software product launch, for a new product called 'Price Manager', I get to see early screen shots, now and again, just glimpses of the future as it waits to be rolled out, growling like all good cyborgs do!

Market Risk: Solving for Basel II and IFRS7 with SIAG

coins madridMarket (Price) Risk - Abstracting the Liquidity Component

Market Risk is different. Liquidity Risk is different even further. Conceptually they are in bed together, although Liquidity risk has risen up the food chain recently as the impregnability of the banking book has been seen to be a chimera as the tide of the crisis went out. One thing is for certain these are the two biggest headaches from Bishopsgate to the Barbican. The Liquidity risk story is well documented here so this blog has a focus on the Market Risk (Price) problem and how to solve it for its two currently key variables – Basel II and IFRS7.

Siag Risk Management Presents its Latest Advances in On Demand and Intraday Tier 1 Portfolio Market Risk Engine Technology

 

Siag Risk Management Presents its Latest Advances in On Demand and Intraday Tier 1 Portfolio Market Risk Engine Technology to the RiskMinds 2009 Conference:

Geneva 7th – 10th December 2009

 

Sybase and Siag Risk Management Partnership to Provide Advanced Risk Management for Financial Enterprises

Technology Partnership to Increase Risk Visibility With Faster Access to Data and Analysis.

Sybase, Inc. (NYSE: SY), an industry leader in delivering enterprise and mobile software, and Siag Risk Management (Siag), a specialist technology leader in investment portfolio risk management solution's and functional and technical risk management consultancy, today announced a technology partnership to provide financial institutions with real time, on demand and intra-day visibility of investment portfolio risk. Under this new partnership, enterprises and institutions will have access to advanced performance, risk management technology solutions.

Finextra: Sybase and Siag team on risk management

Sybase (NYSE: SY), an industry leader in delivering enterprise and mobile software, and Siag Risk Management (Siag), a specialist technology leader in investment portfolio risk management solution's and functional and technical risk management consultancy, today announced a technology partnership to provide financial institutions with real time, on demand and intra-day visibility of investment portfolio risk.

TRANSPARENCY - THE SIAG RISK MANAGEMENT APPROACH IFRS 7 + GRS

Both in terms of IFRS7 and also FSA and draft SEC regulations and of course MIFID, P2B2 and the extensive plethora of other legislation dealing with transparency, data accuracy and audit there are a number of areas where GRS could be leveraged in these scenarios opening up the potential for Back Office and Treasury function direct benefits.

 

SIAG Risk Management - Global Risk Solutions

Asymptotix has a new partner in SIAG Risk Management. See the reference on our partner page. We think there is a synergistic fit with what we do and we hope you will agree that SIAG Risk management has the solution if you are reading some of our blogs and wondering, "How am I going to implement this?"

SIAG logoSIAG Risk Management, based in Madrid, consists of an experienced team of 40; including Business Management, Functional and Technical capability e.g. Risk Managers, Economists & IT application developers. All specializing in the risk management functional and technical development process and consultancy.

 

SIAG Risk Management has developed GRS (Global Risk Solutions) a suite of advanced risk management applications and tools based around the SIAG Risk Management calculation engine technology. GRS-Price Manager is the first module of the suite; it is an advanced tool for the capture, normalization, validation, certification and distribution of external and internal pricing data together with the calculation of unobservable (latent) variables and reporting of key Risk Management numbers.

 

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