banking – Page 7 – Twenty Third Floor

Category: banking

Actuarial and Risk, banking, Basel III, capital, creating value, credit risk, economics, financial risk, insight, market risk, measurement, news

Basel III likely to be tempered

24 June 2010

David Kirk

The FT has an article (Banks†‰win battle to tone†‰down Basel III) describing how the proposed new rules for banking capital requirements might have some of the new requirements around liquidity removed or weakened. Key amongst these new considerations is the limitation of mismatches between the term of assets and liabilities, which would limit the danger…
Read more: Basel III likely to be tempered
Actuarial and Risk, banking, capital, financial risk, market risk, measurement, operational risk

Back-test that

7 May 2010

David Kirk

May 6 2010.Â Dow falls more than 1,000 points intraday, including a drop of P&G from around $60 to (according to some accounts) below $40. The Dow recovered most of the falls quickly, but these trades are now part of the historical time series. Banks and others using risk management tools often back-test their models…
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banking, competition, creating value, economics, financial risk, insight, managing uncertainty, optimisation

Airline safety rules damage profitability

8 April 2010

David Kirk

The safety rules and rigorous enforcement of these regulations damages the profitability of the entire industry – just not in the way you might think. Regulations and Big Bank Buildings Why have banks historically had impressiveÂ marble-slathered floors and columns, high ceilings and ornate, heavy front doors? Would you really deposit your salary and savings…
Read more: Airline safety rules damage profitability
Actuarial and Risk, banking, capital, credit risk, currency risk, financial risk, insurance, life insurance, managing uncertainty, market risk, measurement, operational risk

Allocating capital to insurance products

16 October 2009

David Kirk

A friend “volunteered” me to answer an insurance question from Aardvark on allocating economic capital across different insurance products. After writing a short response, I received the frighteningly useful message: “Error”. Having written a brief summary of the different techniques used in this really important area, I thought I should use it as a blog…
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banking, capital, credit risk, economics, financial risk, news

69th bank failure in the US for 2009

2 August 2009

David Kirk

The US Federal Deposit Insurance Corporation closed the 69th bank of 2009 recently. The rate of closures has increased recently, leading some analysts to believe that well over 100 banks could be closed this year. The Savings and Loan crisis of the 1980s in the US started at about the same pace, with 100 closures…
Read more: 69th bank failure in the US for 2009

Twenty Third Floor

Figuring out the future and the now

Category: banking

Basel III likely to be tempered

Back-test that

Airline safety rules damage profitability

Allocating capital to insurance products

69th bank failure in the US for 2009

About David Kirk

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