This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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The head of group market risk's stress-testing approach has helped transform Deutsche Bank.
BASEL – Global banking regulators said stress testing of internal ratings based (IRB) methods of measuring bank credit risk is the best option in terms of tackling the possibility that the complex...
Philippe Jorion University of California at Irvine The Journal of Risk is now well into its second year. Over time, the mix of papers has witnessed an interesting evolution, reflecting the fast-changing...
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.