Risk managers should be aware of unconscious flaws in estimation
E.on Global Commodities CRO calls for disciplined approach to trading decisions
Solvency II has its weaknesses, says writer and consultant René Doff
More Scenario analysis articles
Risk review and challenge belongs on the front line, conference hears
Spreading the net wide enough to catch as many data sources as possible is key to tackling emerging risks
Banks and regulators urged to up their game in stress tests and scenario analysis
Reducing model diversity may endanger AMA's risk management benefits
Journal of Operational Risk, 10(1); 45-76
ORIC says it received a record number of loss event reports in H1 2014
It is well-known that any risk management activity is a cost to the organization. However, optimized risk management practices satisfy regulatory capital requirements and gain the confidence of investors...
Assessing exposures and vulnerabilities gives sophisticated risk view
AMA risk management and op risk modelling cannot succeed by data alone
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 liquidi...
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.