Risk management in Asia is arguably more difficult to estimate as each country has very different regulatory requirements and political risk. Lianna Brinded speaks to Akihiro Kawabe, executive officer...
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
Why organisations need better risk management and transparency to adapt to the changing marketplace
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Value-at-risk (var) articles
The energy markets still face an unprecedented level of regulatory risk over the next year, as impending changes to the US financial system loom, while at the same time, BP’s Gulf of Mexico oil spill has presented major operational risk factors for...
The financial crisis highlighted that interactions between market risk and credit risk could expose banks to greater risks than had been assumed. Banks are responding by altering their structure and the models they use – but it is by no means an easy...
Op risk should play a dominant role in the development of ERM, says Thomson Reuters’ Philippe Carrel
The unprecedented economic crises have highlighted the limitations of traditional risk models and siloed approaches to risk management. Stress testing has been identified as a critical tool of risk management and, in this article, Oracle gives a practical...
In this month’s article, Ning Zhang proposes a semi-parametric approach to calculate the risk of FTRs/TCCs portfolios whose risk is hard to capture by using standard VaR methods. The major specialties of FTRs/TCCs – such as non-normality and seasonality...
Financial institutions are more aware of the risks posed by high-impact events since the crisis, but the question is how to encapsulate these in models. Zari Rachev, Boryana Racheva-Iotova and Stoyan Stoyanov discuss three approaches for capturing fat...
In this 10-part series, Brett Humphreys takes a fresh look at the widely used risk measure value-at-risk (VaR), urging risk managers to be more aware of the many assumptions that go into the calculation to produce the VaR number.
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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