Big banks 'too big to bar', says commissioner Kara Stein
Data needs to be understood across the organisation
BYOD doesn't necessarily mean data compromise
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We recognise the best performance in a year when data was king
Op risk disconnect from business, conference hears
Internal fraud and data theft threats growing, conference hears
Banks must involve op risk in strategy decisions, says RBS' Spielmann
We present a stochastic model that incorporates operational hazards within ordinary trading systems. We develop a simple compartmental theory that utilizes a predetermined lower threshold in the total...
Brokers perform a key role in many financial markets. They introduce buyers to sellers, perform a useful role in price-discovery and provide a source of market information and commentary to market participants...
To manage operational risk, banks increasingly use data from consortiums formed by peer institutions. Although existing data consortiums seem to work appropriately, it is worth examining why banks report...
Delegates warned to monitor external as well as internal risks
AMA guidance coming soon, Fed economist promises
Congress must act to improve co-operation
Large banks holding too little capital, regulator warns
OCC will leave banks to make their own judgements
Early warning signs can provide vital clues to firms with ‘feet of clay’
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.