Adam Kurpiel GRAPE, Université Montesquieu-Bordeaux IV, Pressac, France Thierry Roncalli FERC, University Business School, London, England In this paper, the authors consider hopscotch methods...
Recent operational risk events such as occurred at Barings, Daiwa, Sumitomo, and other institutions show the importance of measuring and controlling such operational risk. In this paper the authors present...
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 Technical papers/Regulation articles
Andrew Chou and Galin Georgiev JP Morgan, New York The subject of this paper is the static replication of barrier options with vanilla options. The authors establish analytically the connection between the two presently known methods for static replication:...
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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