Alexander Campbell
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Articles by Alexander Campbell
Variation margin, CCP investment problems and Russian courts
The week on Risk.net, August 18–24 2017
Insurers blind to new threats, network analysis suggests
Risk taxonomies driven by top-down approach or externally imposed labels expose firms to blind spots
Trust key to interbank lending, study finds
'Social collateral' collapsed during 2008 crisis, finds Swiss National Bank paper
CSA discounting, problems with backtesting and cyber insurance
The week on Risk.net, June 30–July 6, 2017
Twin member default would hit up to 23 CCPs
New FSB analysis reveals interdependencies of clearing system
CCP margin backtests can hide flaws, research finds
In richer test, ‘filtered’ VAR beats five other measures
RBC loses senior op risk managers in wave of cuts
Senior group op risk director and US head of controls and governance among 450 to depart bank
Basel floors, cyber risk and the Quant Finance Master’s Guide
The week on Risk.net, June 16–22, 2017
Better data key to cyber risk underwriting, say practitioners
Lack of loss data means predictions are a problem
Mifid II confusion, FRTB troubles and new LCH repo service
The week on Risk.net, May 26-June 1, 2017