Operational risk modelling
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Original headline:
In the operational risk sector, the Basel Committee has been encouraging the adoption of the advanced measurement approach (AMA) for calculating operational risk capital requirements, but uptake has been...
Original headline:
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...
Original headline:
Use of scenario analysis in the US is on the rise again, as banks adopt new techniques to incorporate estimates into their operational risk capital models
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More Operational risk modelling articles
Solvency II causing uncertainty for risk managers
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Call for lobbying push on details of new regulations
Credit risk boundary events to be a focus for regulators
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The Basel Committee's Sigor group will spend time on credit risk-related operational risk loss events at its upcoming October meeting in Frankfurt
Op risk overhaul coming at Axa
Original headline:
French insurer Axa’s operational risk reforms will bring it in line with the impending Solvency II insurance regulations. Group op risk head Fabien Chabanon argues that there are many advantages to the new order
Inclusion of legal losses in op risk databases has banks fretting
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Banks worry Basel rules requiring legal events to be included in operational risk databases earlier might mean the information is used against them in legal proceedings
New op risk system patent, using Bayesian networks, awarded to IBM
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Patent project spearheaded by Jonathan Rosenoer is one of a very few op risk system patents to be awarded
OECD calls for greater access to data and increased risk modelling for...
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The OECD highlights a lack of access to data and a need for varying risk models for regulators and risk managers
OpRisk Europe 2011: Video
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OpRisk Europe speakers and delegates give insight into the 13th annual OpRisk conference
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