New approach introduced six months ago, as event risk increases
Assessing exposures and vulnerabilities gives sophisticated risk view
AMA risk management and op risk modelling cannot succeed by data alone
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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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...
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 –...
A current focus on operational risk by senior management should be grasped by op risk teams to make key improvements
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OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
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Marcelo Cruz highlights the problems that can arise when analysing the relationship between operational risk and macroeconomic factors
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.