Op risk capital calculations might be flawed or irrelevant, conference hears
Model risk emerged as a key lesson from the crisis – and a significant variation in op risk modelling approaches exists today, says Sigor chair
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.
More News/Operational Risk articles
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
More focus needs to be given to key risk indicators, says Morgan Stanley’s Marcelo Cruz
Getting the risk culture right at a financial institution is critical to op risk – but speakers acknowledge that is far from easy
Operational risk is on the rise in high-volume markets, regulators say
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
Permanent shift in thinking about supply chain continuity, BCI survey finds
Resignation letter links derivatives trade to moral collapse at bank
Fatca passthru payments need to be scaled back, according to one industry expert
SEC/CFTC Capital Markets Working Group could be "just another talking shop"
Expert predictions of delayed start date proven correct
Diana Chan, chief executive of EuroCCP, talks to Jessica Meek on interoperability in cash equities and OTC derivatives
US regulators' 'heuristic' process for implementing the Volcker rule is called into question
EuroCCP's Diana Chan talks to Jessica Meek on the issues facing the clearing industry
New World Bank report sees flaws in China's regulatory system
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.