Obtaining a suitable loss severity distribution is a challenge for firms modelling operational risk. Marcelo Cruz assesses the goodness-of-fit tests that are used to validate severity distributions
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
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A deal is needed on Omnibus II, even if it is not perfect
Editor's letter – getting the middle-office systems right
Eurozone crisis is a buyers’ strike
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.