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
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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
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