A promising approach to the problem of incorporating scenario analysis into operational risk models
Utilities and other energy firms are working hard to refine and enhance the scenarios they use for stress testing. Given recent market events, the impact of regulatory change and large-scale liquidity...
Stress tests have become a more important part of the risk manager’s toolkit since the financial crisis reminded banks and regulators how difficult it is to model the tail of the loss distribution –...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Scenario analysis articles
The lack of a commonly accepted benchmark model is a handicap for the operational risk industry. Marcelo Cruz discusses the areas where industry practice still diverges, and ways to bring it together
A current focus on operational risk by senior management should be grasped by op risk teams to make key improvements
Discussion at Operational Risk & Regulation’s New York conference focused on limitations of operational risk management, particularly the risks associated with models, data and calculations
Michael Haackert and Sven Regling look at how the insurance industry could tap into banks’ knowledge and experience in using scenario analysis to help manage operational risk and calculate capital requirements
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
Banks need more capital if they are to survive the worst eurozone scenarios being envisaged by some institutions, say Barry Schachter and Lance Smith
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
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