Systemic risk
Plosser warns US regulations could cause unnecessary bail-outs
Philadelphia Fed president says existing efforts to end too-big-to-fail may ‘come up short' and advocates a more rules-based approach; criticises Basel III risk weights
The cost of reducing systemic risk is too high for the real economy, says Isda deputy chief executive
Bank lobbying has encouraged national supervisors to water down global standards, says deputy secretary-general of Basel Committee
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Systemic risk articles
LSE: "Banking crises are unavoidable"
There is only one way to avoid a banking crisis, according to the co-director of a new London School of Economics research centre - and that's not to have a banking system. By Laurie Carver
Systemic operational risk: does it exist and, if so, how do we regulate...
Since the global financial crisis, banking regulators and academics have extended the traditional, narrow definition of "systemic risk" to encompass concepts such as "interconnectedness" and "shadow banking". But, at the time of writing, a definition...
Latest Issue: Volume 8/Number 1, Spring 2013
Marcelo Cruz Welcome to the first issue of the eighth volume of The Journal of Operational Risk. As spring knocks on our doors we seem to be living through another round of optimism in the financial industry, with people hoping we will return to some...
OpRisk North America: Cyber interconnectivity causing systemic risk
Banks must be aware of the risks of data transfer, conference is warned
Collateral and commodity market dynamics in the new normal
Collateral quality and depth are playing an increasingly important role in a market characterised by systemic risks and high correlations among asset classes, including commodities. That is a trend that should concern energy risk managers, argues Stephen...
Estimating the intraday liquidity risk of financial institutions: a...
The recent financial crisis has shown that liquidity risk is far more important and intricate than regulators had previously acknowledged. The shift from bank-based to market-based financial systems and from deferred net settlement systems to liquidity-demanding...
Volume 8/Number 3, Fall 2012
Ashish Dev JPMorgan Chase, New York In this issue of The Journal of Credit Risk we present two research papers and two technical reports. The first research paper is "Recursive formulas for the default probability distribution with applications in...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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