Within the loss distribution approach framework, the required capital is the 99.9% value-at-risk of the annual loss distribution, which is based on the fit of the severity and frequency distributions using...
Chinese commercial banks have faced increasingly serious operational risks because of the rapid development of the financial markets and the wide application of information technology. Stringent requirements...
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Sponsored statement: SAS
Operational risk loss data – May 2013
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.