Hiscox Re warns of poorly defined cyber risk in reinsurance coverage
Around three-quarters of respondents expect clearing providers to stay the course
Increased capital charges for equity and credit spread risk are fine
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Huge losses will affect risk modelling and capital calculation
Complex investigations and delays in trials over index rigging
Cluster of huge fines calls for changes in models and regulation
Survey aims to assess the state of the art for op risk
Operational risk head calls for better benchmarking across industry
Operational risk loss data – August 2014
Assessing exposures and vulnerabilities gives sophisticated risk view
Conference will focus on greater transparency and higher standards
Troubled debt teams can provide valuable op risk insight
Debt has jumped fifty-fold at Eskom as it races to build new power stations
We consider the class of risk measures associated with optimized certainty equivalents.
Capital allocation principles are used in various contexts in which the risk capital or the cost of an aggregate position has to be allocated between its constituent parts.
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.