Operational risk capital
Basel Committee overhauls standardised approaches
Huge losses will affect risk modelling and capital calculation
Cluster of huge fines calls for changes in models and regulation
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Operational risk capital articles
Paper focuses on dealing with sparse data
The quantification of diversification benefit plays a critical role in quantitative risk models, especially within the context of regulatory and economic capital. However, the complexity of today's risk...
Delayed impact of 2008 crash means higher capital demands
Increasing spread of operational risk losses linked to fines in this year's survey of op risk at the world's 100 largest banks
ORX chairman says Basel II definition is fundamentally flawed
Higher capital requirements would incentivise banks to fix their problems more than fines, says Craig Spielmann at RBS
Paper of the year: JD Opdyke and Alexander Cavallo
The move to ring-fence UK retail banking operations will pose operational risks, Barclays’ group operational risk director tells conference
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.