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What lies beneath: attention lessons for risk managers
Allowing seemingly irrelevant problems to fester can lead to catastrophe
Intesa Sanpaolo takes $235 million hit for AML failures
Megan van Ooyen from SAS rounds up the top five operational risk losses for December 2016
FRTB’s risk factor framework is more punitive than it seems
Regime’s constraints may mean risk factors drop in and out of modellability far more frequently than dealers think
Why the leverage ratio distorts market-making
Darrell Duffie argues the rule hurts market efficiency for very safe assets
Risk measurement: A call for standards
Risk professionals and investors would both benefit from industry-wide norms
Risk managers: beware conventional 'wisdom'
Why the consensus view so often fails to predict seismic shocks
Relative values: JPM’s $260m China interns fine tops November losses
Megan van Ooyen from SAS rounds up the top five op risk losses for November
How will banks suffer large op risk losses in the future?
Eight interlocking trends mean more multi-billion-dollar losses to come
The hidden credit risk in US tax reforms
IRS's Section 871(m) rule poses huge problems for US and European structured products issuers
RBS mortgage mis-selling returns to haunt lender
Megan van Ooyen from SAS rounds up the top five op risk losses for October
The decline of the cash empire
Alex Lipton: the last line of defence between us and punitive negative rates is paper currency
Why did the crisis cause such large op risk losses?
Huge losses from the 2008 crisis can be seen as a short option position
Can the AMA be reborn?
Regulators could rescue op risk modelling through Pillar 2, writes former supervisor
From Russian roulette to overcautious decision-making
Risk-taking ought to be judged by its necessity, not likely outcomes, says Ariane Chapelle
Wells Fargo pays the price for ‘ghost account’ fraud
Megan van Ooyen from SAS rounds up the top five op risk losses for September
Down to luck: why today’s hedge funds can’t rely on just skill
Have hedge funds got so good at investing that luck now dominates the field?
Dependence on collateral raises vital research questions
Areas of focus should include collateral supply, reuse and circulation
The missing piece in operational risk appetite
Setting an op risk appetite is illogical without reference to reward, argues Ariane Chapelle
AIG hit by $230 million settlement over MedPartners
Megan van Ooyen from SAS rounds up the top five op risk losses for August
A tale of two worlds: performance and risk
Performance and risk offer two complementary views of investment management. It’s time to swap some DNA
Macroeconomic theories: not even wrong
Flawed and inconsistent mainstream macroeconomic theories such as efficient market hypothesis are dangerous to society, says Alexander Lipton
What a star 1,480 light years away can teach risk managers
Amateur astronomers’ discovery shows value of humans over algorithms
Cat bonds can help combat the systemic risks of CCPs
Bonds could pre-fund CCP default funds and higher margins during market stress, authors argue
State Street sees double whammy of op risk losses
Megan van Ooyen from SAS rounds up the top five op risk losses for July