Four new deputy comptrollers, within supervision, credit risk, and strategy
Banks and regulators urged to up their game in stress tests and scenario analysis
Australia's authorities look into sudden moves in the Aussie's value
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Reducing model diversity may endanger AMA's risk management benefits
Industry looks to medicine and law for self-regulation models
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Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Operational risk loss data – March 2015
Momtchil Pojarliev talks about his book, The Role of Currency in Institutional Portolios, currency investing and the potential role of currencies in institutional portfolios.
Bank of England to apply price shocks based on unwind periods
ABSTRACT This paper discusses the importance of operational risk management for the efficiency of Taiwanese banks. We demonstrate that by applying risk managerial strategies banks can improve their performance,...
Julia Philipp recommends targeted defences, data sharing and response planning
ABSTRACT In this paper, we propose a copula-free approach for modeling correlated frequency distributions using an Erlang-based multivariate mixed Poisson distribution.We investigate some of the properties...
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.