SAS presents the highest op risk losses in April and ABA Operational Loss Data Sharing Consortium analyses Q4 losses in the US
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Victoria Tozer-Pennington articles
Working group is also considering raising betas in the Basel II standardised approach to encourage movement towards the AMA, but some say this is not the answer
IRM issues guidance for boards of directors of listed companies on how to set risk appetite and tolerance
Losses in the ‘Clients, products and business practices’ category continue
Two requests for proposals to help build AMA programmes issued in China
Solvency II introduces a new EU-wide regulatory approach to determine capital adequacy for meeting an insurer’s true risks. Due to come into force in 2012, Solvency II promises a more sophisticate...
Types of operational risk loss by event, February 2009 to February 2011
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.