Systemically important status is hard enough when you're a bank – for non-bank institutions such as GE Capital, meeting the mark can be even more challenging. Enterprise and operational risk leade...
In the February 2014 editorial video, OpRisk's latest industry survey finds room for improvement in risk management
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Nonstationarity in operational risk loss data time series is a known effect, but has so far rarely been analyzed in detail. Taking transaction banking as a segregated object of study, a simple model presented...
Stronger FCA focus may be diverting resources from day-to-day compliance tasks
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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.