Operational risk loss data – February 2015
Diverse products and risk profiles make standardised stress testing difficult
Insurer’s head of op risk and Oric chairman promotes holistic approach
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Risk management articles
Proposals for revised standardised approach receive mixed response
The rapid slide of the Australian dollar has refocused attention on currency risk by local firms
Financial policing takes on a touch of Silicon Valley glamour
NYU quants use Bayesian techniques to sequence trades, considering trading costs and multiple assets
Lloyds, Barclays, RBS and HSBC still topping up provisions
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Proposed revised standardised approach would hit big banks hardest
Sponsored survey analysis: Wolters Kluwer
Executives will be liable for banks’ misconduct under Senior Managers Regime
ABSTRACT In this paper, we study the evolution over time of the correlation structure of equity returns by means of a filtered-network approach and use this to investigate persistency and recurrences...
Central bank eyes big data and psychology
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.