Operational risk capital
Mixing, not scaling, best approach for using external losses
Capital requirements incentivise banks and insurers to enhance op risk management
Following two regular contributions, this issue of The Journal of Operational Risk contains two papers from the CFS Conference on Operational Risk: Management and Measurement, which took place on March...
More Operational risk capital articles
This paper proposes the use of a robust generalization of MLEs for the modeling of operational loss data.
Criticism of Pillar 2 risk insensitivity
OpRisk Asia: Revised standardised approach an improvement but no panacea
OpRisk Top 100 list sees losses reduce by 27%
Case for ORM goes beyond capital and compliance benefits
Quantifying risks useful, but only when informing decision making
PRA capital methodology will change rules for modelling
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
Sponsored video: Elseware
Risk managers urged to focus on group dynamics
Advantages include lower costs and capital
Proposals for revised standardised approach receive mixed response
Proposed revised standardised approach would hit big banks hardest
It is well-known that any risk management activity is a cost to the organization. However, optimized risk management practices satisfy regulatory capital requirements and gain the confidence of investors...
The largest US banks and systemically important financial institutions are required by regulatory mandate to estimate the operational risk capital they must hold using an advanced measurement approach...
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.