Free-to-view photographs from the OpRisk North America 2014 conference
Low profits and risk concerns predominant in report by UK-based bank
German CCP cites cross-product efficiency as chief advantage
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.
More Risk management articles
Operational risk loss data – March 2014
Future crisis could see non-cleared swap margin double, says Goldman exec
Fed proposal is driving banks out of physical markets
Capital charges will be ‘very difficult to explain’, conference hears
Rise of standardised approach would be 'a loss for the banking industry'
Op risk disconnect from business, conference hears
Internal fraud and data theft threats growing, conference hears
Banks must involve op risk in strategy decisions, says RBS' Spielmann
Common tree-splitting strategies involve minimizing a criterion function for minimum impurity (ie, difference) within child nodes. In this paper, we propose an approach based on maximizing a discriminatory...
The Basel Accords require financial institutions to regularly validate their loss given default (LGD) models. This is crucial so banks are not misestimating the minimum required capital to protect them...
In consumer credit scoring, the area under the receiver operating characteristic curve (AUC) is one of the most commonly used measures for evaluating predictive performance. In our analysis, we aim to...
Both probability of default (PD) and loss given default (LGD) constitute relevant input parameters for credit risk management in pillars I and II. Assuming that both default data and loss data have been...
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.