Acquirers are being punished for actions they had no control over
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
Decision-making failures are being tackled in three very different ways
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 Opinion/Risk Management articles
The dangers of complacency, excessive risk and management failures
Huge losses will affect risk modelling and capital calculation
Cluster of huge fines calls for changes in models and regulation
Assessing exposures and vulnerabilities gives sophisticated risk view
Troubled debt teams can provide valuable op risk insight
Relational databases are hard to protect; modular storage allows encryption
Rigging liquidity scheme payments adds insult to injury
Attempts to forge ever-closer union could destroy the EU
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.