We introduce several possibilities for the estimation of the shape parameter of the generalized Pareto distribution through expert opinions, in an ideal context where expert opinions come from self risk...
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)
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Data privacy laws will continue to pose challenges for banks, conference hears
Loss data is vital to op risk management - but the process is flawed and uncertain, Singapore conference hears
Culture is a priority for op risk managers – but the tools needed remain elusive
Lean banks and financial institutions are more fragile in the face of disaster, warns Nomura business continuity head
Lack of commonality in rogue traders adds to the risk banks face from within
Sponsored statement: SAS
Operational risk loss data – May 2013
Op risk head warns algo trading could be "another Libor situation"
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.