Operational Risk & Regulation - Oct 2016
Articles in this issue
BoE researchers outline risk of collateral collapse
In stress periods, collateral chains could break, paper warns
Bank size and tail losses skewing SMA calculation
Op risk researchers criticise logic of planned new capital method
Cyber crooks covering their tracks, says UBS intelligence chief
Cyber criminals are increasingly turning into masters of disguise, OpRisk Asia conference hears
Technology: banks start thinking inside the box
Monolithic capital markets systems are giving way to microservices, containers and APIs
US Bank’s op risk chief on terrorism and continuity
Jodi Richard explains overhaul of firm’s op risk programme, including crisis management plans
Non-cleared margin rules put spotlight on Blazer market hub
Trade and model mismatches will be key tests for vital margin call service
AIG hit by $230 million settlement over MedPartners
Megan van Ooyen from SAS rounds up the top five op risk losses for August
Risk managers take note: Brexit was not a black swan
Protecting yourself against true black swans is the art of the possible, not the probable
The missing piece in operational risk appetite
Setting an op risk appetite is illogical without reference to reward, argues Ariane Chapelle
Nationwide's Laing to replace TSB CRO Neeta Atkar
Icap creates global head of regulatory affairs role; NIBC appoints chief risk officer; Crown Agents boosts risk management
