We have chapter creation rules and regiment creation rules, how about Warband creation rules for the forces of Chaos? Warbands are mentioned all the time but an actual write up about how they are organized and how they operate would be great. They can be anywhere from a handful of guys to a virtual Chapter of Chaos Space Marines so the possibilities are endless.

It's because the Warband isn't one of the formative aspects of a character in Black Crusade, really. The Chapter or Regiment of a Marine/Guardsman is a fundamental part of those characters, but you can be a Chaos follower without being in a Warband, and I'd hazard a guess that most heretics aren't part of a formal warband, as such.