Archive for the ‘Basel II’ Category

Unrisk…

I have now been doing this “risk” business for more than a decade. Eleven years ago, right about this time, I was rudely introduced to my first risk application. Fresh from my actuarial exams, I was stumped on an interview question dealing with moments of a distribution. I have read the material, [...]

August 16, 2009  Tags: , , ,   Posted in: Basel II, I can't hack it, Pakistan, Pillar II, Risk, Risk Training  5 Comments

Pakistan’s Macro Economic Snapshot – July

A Pakistan Risk Review Extract

Inflation (Year on Year):

The non-food, non- energy (NFNE) core inflation index, has begun responding to a decline in the inflationary series and as at July 2009 stands at 14%. CPI, WPI and core inflation are year-on-year figures, i.e. they represent the percentage change in index during a month over the [...]

August 16, 2009   Posted in: Basel II, Pakistan, Pillar II, Risk  No Comments

Pakistan Macro Economic Profile – Earlier this year

Here is an extract from Pakistan Risk Review’s second volume. This is where we were earlier this year.

Pakistan’s Macro Economic Snapshot – March& April 09

Inflation (Year on Year):

After peaking in August 2008, the consumer price index (CPI) and wholesale price index (WPI) have declined. The non-food, non- energy (NFNE) core inflation index, given its [...]

August 15, 2009   Posted in: Basel II, Pakistan, Risk, the economy stupid  No Comments

Good data, models, instincts and statistics.

Risk and transaction systems differ in many ways. But they both suffer from a common ailment – Good data and working models. On a risk platform the integrity of the data set is dependent on the underlying transaction platform and the quality of data feeds. Keeping the incoming stream of information [...]

August 15, 2009  Tags: , , ,   Posted in: Basel II, Pillar II, Risk, Risk Training  One Comment

Feedback is a gift…

Fair usage warning: This post may be classified as a marketing plug

Michael Feiner retired as the Chief People Officer at Pepsi and before long ended up teaching a higher performance leadership course at Columbia. The course was based on a book that came out a few years later as Feiner points. Mike [...]

March 29, 2009  Tags: , , , ,   Posted in: Basel II, Liquidity Risk, Pillar II, Risk Training  One Comment

Internal Capital Adequacy Assessment workshop on the 14th of March

Sad, that the only post that I have been able to take out time for in the last two months is a marketing plug for the Alchemy ICAAP workshop.

More, non-plug materials to follow, post the workshop. Hang in there….

March 10, 2009  Tags: , , , ,   Posted in: Basel II, Education, Liquidity Risk, Pillar II  No Comments

Shameless marketing plug

Alchemy first workshop on the joint Alchemy and SP Jain platform will be held on the 15th and 16th of November in Dubai at the custom built SP Jain Campus Executive Education facility in Academic city. This would be our 7th international workshop following previous events in Dubai, Riyadh, Bangkok and Singapore.
Since May 2007, I have [...]

September 26, 2008   Posted in: Basel II, Liquidity Risk, Pillar II, Risk, Risk Training  No Comments