External loss database
Regulator warns reaching common standard will be difficult
Data-sharing consortiums depend on trust, but individual firms face a prisoner's dilemma whereby providing false information can sometimes be beneficial
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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How to fly
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
Marcelo Cruz highlights the problems that can arise when analysing the relationship between operational risk and macroeconomic factors
The Operational Riskdata Exchange says benchmarking is the next step in its effort to help operational risk managers improve their use of scenarios
Quality over quantity
The move by the Asean countries to set up a loss data consortium for operational risk data is gathering momentum. The committee exploring the development of this tool will present a feasibility study at...
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.