Invisible risks

Operational risk is clearly going to be one of this year’s hot topics in banking. But can it really be measured and quantified in the same way as market and credit risk?

Practitioners make the point that historical data on operational risk events are scarce compared to historical data on market and credit risk events. This is true.

But the strength with which this statement is repeated and the sudden proliferation of consultants selling operational risk data encourage an illusion: that

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

Most read articles loading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here