Expected shortfall is hard to back-test, critics say – but the search for a solution is underway
Criminals targeting one big hit rather than multiple smaller thefts
Working group still grappling with capital, timing, bankruptcy issues
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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Post-crisis push for better female board representation paying off
Dealers query risk management, valuation and default management
The institutionalisation of P2P lending is creating new risks, critics warn
Complex investigations and delays in trials over index rigging
Indexes may be less effective hedges in absence of arbitrageurs
Third-party suppliers can expose banks to unsuspected new political threats
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
EU push for FTT promises more work for bank op risk and compliance teams
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.