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SA banks complete QIS4
SOUTH AFRICA – The South African Reserve Bank is due to release feedback on the results of its fourth quantitative impact study (QIS4) this July, according to Andre Blaauw, general manager for enterprise risk management at Absa Bank, South Africa’s…
Building a risk culture
German bank WestLB appointed its first chief risk officer, Matthijs van den Adel, last year after posting heavy losses in 2002 and 2003. His first job was to restructure the bank’s entire risk management framework. By Duncan Wood
LDCE results show risk sensitivity in US banks, says Rosengren
NEW YORK – Initial results of the loss data collection exercise (LDCE) show that US Basel II banks are holding operational risk capital that is proportional to their losses, according to Eric Rosengren, senior vice-president at the Federal Reserve Bank…
A pragmatic approach to modelling KRIs and their impact on OpVaR
Although there is a wealth of data on key risk indicators, there is not enough guidance on how to use it, says Aniruddho Sanyal