Japan shows value of multivariate scenarios
MAS issues consultation paper for regulation of credit rating agencies
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Eiopa: Internal models beneficial under Solvency II
The Foreign Account Tax Compliance Act expected to impact on the systems and operations both of US and foreign firms
Moving OTC trades onto CCPs will increase op risks
US foreclosure crisis highlights boundary risks
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
More losses from within the ‘Clients, products and business practices’ category
Algos patents operational risk capital modelling framework
Bank of Canada
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.