4 mins read For a Treasury Middle Office gap analysis exercise roadmap is defined by the market risk capital amendments (1996) and the Basel II guidelines that specify a number of qualitative and quantitative criteria required before supervisory approval for an internal model is granted.
4 mins read Treasury Middle Office Compliance The client primarily manages Market and Liquidity Risk through the Asset and Liability Committee (ALCO) that
7 mins read rather than regulatory drivers determining limits and allowable exposures, an internal assessment of the risk reward ratio, capital requirements, strategic direction, income, net asset coverage and market environment should form the basis for the limit setting and review exercise.
6 mins read Here is a sample ICAAP (Internal Capital Adequacy Assessment Process) Document Table of Content and Executive Summary. While there are a number of designs for the ICAAP submission document, the approach we have taken works through the list of primary risks and highlights the implication for the capital plan of the organization based on risk capital calculations.
2 mins read The business case for Risk Management Basel II and the Capital reduction argument The traditional business case for Basel II
< 1 min read 10 years ago the risk function at a mid size regional bank was complex enough. Recently though when we put