Delegates at OpRisk Asia today expressed doubt that insurance is a useful tool for op risk managers given high premiums and low rates of recovery
Rogue trading and other problems go unreported because of a blame culture at banks, the OpRisk Asia conference in Singapore heard today
The algorithms used for optimal trade execution can be computationally demanding, meaning investors may not be able to address all relevant factors. A new optimisation scheme overcomes this with a specific...
More Risk management articles
Regulators require banks to use an internal model to compute a capital charge for operational risk, which is thought to be sensitive to assumptions on dependence between losses that still remain a matter of debate. Vivien Brunel proposes an analytical...
Op risk managers must be prepared to challenge popular staff and products in order to control conduct risk, a speaker at OpRisk Asia warned today
Balancing the price uncertainty and price impact of large orders is an important issue for many market participants. While classical approaches lead to trading algorithms that are invariably price-path insensitive, in this article, Sebastian Jaimungal...
Regulators in the US and elsewhere have identified conduct risk as a top priority for bank soundness and systemic stability – the OCC’s Grovetta Gardineer and Carolyn DuChene discuss the challenges in defining and managing it. Interview by Jessica...
Panellists at the OpRisk Europe conference in London argued that key strategic risks can only be addressed by scenario analysis
Paridigm Capital will suffer reputational damage and a loss of business as a result of the SEC's first whistleblower retaliation case, experts predict
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.
Topics of interest
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014