In this paper we discuss operational risk modeling and consider a general Bayesian context incorporating information on market risk profile, expert opinion and operational losses, taking into account the...
More Operational risk articles
Top 10 op risks: Failure to enforce internal controls
MEP Kay Swinburne warns that CRD IV is becoming too diluted by national exemptions
SEC chair Mary Schapiro steps down a week after former inspector-general files $20 million lawsuit against the agency
The UK FSA fines UBS for failures in systems and controls leading up to Adoboli's $2.3 billion losses
China's absence from IGA negotiations could mean a standoff once withholding starts
Jurors are warned by judge to be cautious about John Hughes's evidence on the final day of UBS trial
Judge continues summing up in UBS rogue-trading trial
Defence delivers closing statement in Adoboli trial
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.