National Crime Agency says bank innovation key to mitigating fraud
Meucci, Santangelo and Deguest introduce a risk decomposition method based on minimum-torsion bets
Operational risk loss data – October 2015
More Risk management articles
Fabio Mercurio and Minqiang Li investigate CVAs in the presence of wrong-way risk
In this paper algorithms are developed using the Hamilton–Jacobi–Bellman approach for parabolic partial integrodifferential equations related to the quadratic hedging strategy in incomplete mark...
A reduction in the number of settlement banks has increased interconnectedness risk
Fed stress tests are a "perfect storm of pressure"
Pillar 1 capital hike likely to outstrip any Pillar 2 add-ons, say dealers
Scrapping op risk modelling in Europe could take five years, say lawyers
Firms doubtful about risk sensitivity of standardised replacement charge
Sponsored video: BAE Systems Applied Intelligence
Cakes and candles can help risk managers get flavour right, argues Ariane Chapelle
Standardised risk charge delivers few benefits, and plenty of trouble
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.