ABSTRACT According to Basel financial regulations, the use of external data is indispensable to the implementation of an advanced measurement approach (AMA) for calculating operational risk capital....
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More External data articles
Italy’s operational risk loss database organisation, Dipo, invited other consortiums from around the globe to a conference in Rome to discuss their various approaches to collecting external data a...
Junji Hiwatashi and Hiroshi Ashida of the Bank of Japan outline a practical framework for operational risk management, derived from research and experiences in Japan's financial community.
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.