Operational Risk & Regulation - Nov 2016
Articles in this issue
Banks plan risk factor exclusion to avoid FRTB surcharge
Firms hope to leave out non-modellable risk factors deemed "immaterial"
Two-regime approach saves up to 30% op risk capital
Modelling shift to 'crisis mode' mitigates pro-cyclical calculations
Banks under pressure to boost treasury risk oversight
Credit Suisse among banks that have expanded their second line of defence, conference hears
Custom models work better for op risks, research finds
Bayesian approach touted for mis-selling and other management failures
Data providers wrestle with systematic internaliser status
Covering 80% of venues is considered enough to approximate total market size under Mifid II
Wells Fargo pays the price for ‘ghost account’ fraud
Megan van Ooyen from SAS rounds up the top five op risk losses for September
Tweaks to standard op risk method not enough, experts warn
Basel Committee to integrate insurance and divestitures, but SMA still lacks forward-looking approach
From Russian roulette to overcautious decision-making
Risk-taking ought to be judged by its necessity, not likely outcomes, says Ariane Chapelle
