Operational risk loss data – August 2013
Multivariate analysis is a powerful tool for finding significant relationships between business environment and risk losses
An open verdict
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.
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Authors of their own destruction
When two become one
Recent glitches highlight aggressive culture on Wall Street
Investment advisers accused of lack of preparation in face of Sandy
US insurer's op risk head Kay Rahardjo discusses solvency regulations and the lessons learned from 2012's superstorm
The loss of service at one of the biggest US exchanges emphasises the risk of a failure at key service providers
US insurers dealing with potentially heavier load from federal regulation and the Orsa
Fight the power
Operational risk loss data – July 2013
Establishing a coherent system of legal entity identifiers has been an important challenge for the swaps industry over the past two years. Now, in the face of regulatory pressure, anti-money launder...
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.