Eiopa: Internal models beneficial under Solvency II
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Victoria Tozer-Pennington articles
Japan shows value of multivariate scenarios
Moving OTC trades onto CCPs will increase op risks
The Foreign Account Tax Compliance Act expected to impact on the systems and operations both of US and foreign firms
US foreclosure crisis highlights boundary risks
Types of operational risk loss by event, February 2009 to February 2011
Australian Prudential Regulation Authority says industry not ready to model for operational risk capital rules
Thinking holistically – the benefits of enterprise risk management
Business continuity planning struggles to prepare for a one-in-1,000-year event such as the Japan disaster.
Angelos Deftereos, Oric
Algos patents operational risk capital modelling framework
More losses from within the ‘Clients, products and business practices’ category
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.