Basel II: What If?
Investment firms are relying on scenario analysis to gauge their operational risk.
The deadline for Basel II is looming and firms are working hard to meet the global banking initiative. Acknowledging that bad things happen to good divisions, business managers are holding scenario analysis sessions to highlight specific risks. In October, Waters gathered a panel of experts for a breakfast briefing on how to implement scenario analysis for Basel II op risk. Our panel included Daniel Mayo, an analyst for DataMonitor; Paul Mokdessi, senior manager; Sandeep Vishnu, senior manager
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