Internal loss data
Marcelo Cruz: Robust estimation
Published online only
Source: Operational Risk & Regulation
A number of recent papers submitted to the Journal of Operational Risk on robust estimation reflect the concerns of the op risk modelling community about the reliability of parameter estimation in severity...
Original headline:
Source: Operational Risk & Regulation
The OpRisk North America conference offered the opportunity to question bank representatives on their concerns around a variety of issues, from data modelling to sensitivity analysis, splicing to parameter...
Original headline:
Source: Operational Risk & Regulation
An issue for op risk managers is scaling modelling data to a relevant size without sacrificing its value through over-manipulation. Using a query model to determine which data to use makes the process...
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More Internal loss data articles
OpRisk North America: Too much confidence in risk models, OCC’s Levonian...
Published online only
Source: Risk magazine
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
Truncated or shifted: US debates loss data collection thresholds in...
Original headline:
Source: Operational Risk & Regulation
US regulators are looking again at the impact of loss data collection thresholds on the results from internal data modelling of operational risk at banks. While some banks are collecting loss data down to zero, other firms say data under the threshold...
Credit risk boundary events to be a focus for regulators
Published online only
Source: Operational Risk & Regulation
The Basel Committee's Sigor group will spend time on credit risk-related operational risk loss events at its upcoming October meeting in Frankfurt
Demands on loss consortia changing, says BBA and consultancy
Published online only
Source: Operational Risk & Regulation
British Bankers' Association launches co-operative effort with RiskBusiness
Indian loss data consortium Cordex ready to float
Published online only
Source: Operational Risk & Regulation
The long-expected Indian op risk loss database is in the process of being floated as a private limited company
Firms under pressure to improve price and trading data quality
Published online only
Source: Operational Risk & Regulation
Operational and market risks caused by pricing errors and increased regulatory pressure are encouraging firms to pay much more attention to price and trading data. “Over the past two years interest in putting in place better systems and controls has...
It's all relative
Published online only
Source: Operational Risk & Regulation
The Operational Risk Consortium recently carried out an analysis of its growing database of operational losses in the insurance business. It found evidence of the need for scaling, which suggests no firm's losses should be viewed in isolation. Mariano...
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