Clik here to view.
ธนาคารจีนต้องเพิ่มทุน…ก็แน่ล่ะครับ
วันนี้หุ้นตก เป็นผลจากหลายๆ ปัจจัยตลาด อันหนึ่งที่พูดถึงกันเยอะคือการที่ธนาคารของจีนหลายแห่งมีทีท่าว่าจะเพิ่มทุน ถ้าดูจาก Capital Adequacy Ratio (CAR) ก็ไม่น่าแปลกใจ ตัวเลขในตารางด้านล่างนี้ (จาก The...
View ArticleClik here to view.
Risks Interconnection Map
Risk Interconnection Map is an interesting way of presenting risk information. Comparing to regular risk maps, which display severity and likelihood, the interconnection map adds the element of, well,...
View ArticleClik here to view.
Attributing systemic risk to individual institutions
Working Papers No 308 from BIS talks about this subject, which is one of the important things we need to understand in order to fix the Too Big to Fail type of banking regulation. This aim is to...
View Articleเตรียมตัวพบกับ Basel III
ประสพการณ์จากวิกฤตสถาบันการเงินที่เริ่มต้นในปี 2007 ชี้ให้เห็นจุดอ่อนของข้อบังคับว่าด้วยการดำรงเงินกองทุนขั้นต่ำของสถาบันการเงิน หรือที่เรียกกันทั่วไปว่า Basel II...
View ArticleBIS working paper: Basel III: Long-term impact on economic performance and...
There were a lot of debates and discussion on the extent that Basel III accord, which aim to improve stability of banking industry by increasing the capital reserve requirements, may dampen global...
View ArticlePillar 3 disclosure requirements for remuneration – Final document
The Basel Committee on Banking Supervision today issued final Pillar 3 disclosure requirements for remuneration. var onDocReady = function(e){ // scribd_doc.api.setPage(3); } scribd_doc.addParam(...
View ArticleGuidance on operational risk issued by the Basel Committee
The Basel Committee on Banking Supervision issued two papers on operational risk: Principles for the Sound Management of Operational Risk and Operational Risk – Supervisory Guidelines for the Advanced...
View ArticleClik here to view.
BCBS published proposed method to select which banks are “too big to fail”
The consultative document can be found at http://www.bis.org/publ/bcbs201.htm At the heart of the proposed method to identify the G-SIBs (Globally Systemically Important Banks) are the list of...
View ArticleClik here to view.
Peter Sandman’s formula on risk communication
RIsk = Hazard + Outrage As risk advisor to financial institutions, my work on risk communication largely focus on the technical component of risk; How to accurately quantify risks, and then...
View Article2 R courses on Coursera
If you work in data analysis, you should definitely pick up on R or at least give it a try. Once you have decided to learn R (and why wouldn’t you?) these 2 upcoming Coursera courses can help put you...
View Article
