Baseline Capital Limited has announced completion of the development stage of its Basel II data pool solution.
The Bank for International Settlements (BIS) is going to ask dealers in the credit derivatives market to supply more information about their business, including information on who they are dealing with....
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Data articles
Many attempts have been made to adapt credit risk models to quantify operational risk. In this article, Gerrit Jan van den Brink of Dresdner Bank and KPMG's Thomas Kaiser compare op risk and specific credit risk models in terms of input data, methodology...
China's financial institutions have realised the need to apply best practice in managing risk, and have been implementing cutting-edge risk management systems. But there are challenges in obtaining reliable data, writes Clive Davidson.
Many non-financial assets can be viewed as ‘real options’ linked to some underlying variable such as a commodity price. Here, Thomas Dawson and Jennifer Considine show that the stock price of a well-known electricity generating company is significantly...
Principal component analysis is a widely used technique in finance but can be problematic when different data sets are grouped together. Christophe Pérignon and Christophe Villa show how to resolve this problem using a technique from biology called common...
The rapid growth of credit derivatives markets has highlighted the distinction betweenreduced-form and firm-value models of default. Here, George Pan presents a new,practitioner-tested version of the latter type, providing a closed-form formula linking...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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