This paper addresses the uncertainty in scenario analysis and produces a combined loss distribution.
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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
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.