Search for plausible stress scenarios leads Natixis risk managers in a new direction
Banks say backward-looking SMA is easily gamed and will lead to high and volatile capital charges
New rules needlessly confusing, say distributors
Op risk accounts for 28% of US banks’ RWAs, compared with 12% at European banks
HypoVereinsbank risk controller proposes bootstrapped approach to liquidity stress testing
Application of the convolution operator for scenario integration with loss data in operational risk modeling
This paper addresses the uncertainty in scenario analysis and produces a combined loss distribution.
This paper assesses the risk inherent in wind turbine investments that rely on a power market in order to determine the selling price of generated power.
Head of op risk supervisory team views tools as 'catalysts for change'
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
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
Combining scenario and historical data in the loss distribution approach: a new procedure that incorporates measures of agreement between scenarios and historical data
Journal of Operational Risk, 10(1); 45-76
ORIC says it received a record number of loss event reports in H1 2014
A new framework for derivatives pricing with valuation adjustments
Avoiding model failure will be a key issue in 2015
New approach introduced six months ago, as event risk increases