AMA risk management and op risk modelling cannot succeed by data alone
More Scenario analysis articles
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
Limits and boundaries
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
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The gate array way
Marcelo Cruz highlights the problems that can arise when analysing the relationship between operational risk and macroeconomic factors
Continental differences, revisited
The Operational Riskdata Exchange says benchmarking is the next step in its effort to help operational risk managers improve their use of scenarios
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.