"Critical mass" needed before risk management benefits can be realised, firms say
Consultation on scrapping operational risk modelling is now expected in early 2016
Energy firms get wise on credit risk; asset managers tackle op risk
Sponsored webinar: MetricStream
Ariane Chapelle offers some advice on how to avoid unnecessary scrutiny from supervisors
Supervisors under pressure to finalise post-crisis reforms to capital rules
This paper shows that it is an "inconvenient truth" that the largest losses by banks are not firm specific.
Capital requirements incentivise banks and insurers to enhance op risk management
Independent asset management firms catching up with bank- and insurance-owned peers
Your chance to shape our landmark annual forecast on operational risks
Application of the convolution operator for scenario integration with loss data in operational risk modeling
This paper addresses the uncertainty in scenario analysis and produces a combined loss distribution.
Connectivity key to OpenPages' success
After 16 years as our risk analysis columnist, David Rowe looks back at a recurring challenge
This paper studies alternative mixing models for external data for a particular risk class.
Sponsored feature: Abide Financial
Operational risk loss data – October 2015
NYC-based LMRKTS first broke cover two years ago; third bank participant is unknown
Scrapping op risk modelling in Europe could take five years, say lawyers
Firms doubtful about risk sensitivity of standardised replacement charge
Free-to-view photographs from the OpRisk Awards 2015
Sponsored video: BAE Systems Applied Intelligence
Cakes and candles can help risk managers get flavour right, argues Ariane Chapelle
Oracle addresses problems caused by Basel rules on data aggregation