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Opinion

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Operational risk at a crossroads

Just where is operational risk going? This is the question that, in one form or another, seems to be dropping from the lips of most executives in the field these days. People are clearly worried.

From VAR to stress testing

Implementation of enterprise-wide VAR models in the 1990s was an important risk management advance, but it's time to rethink some fundamental aspects of how they were designed, argues David Rowe

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Aftershocks of the Big Bang

At the end of October, the City of London celebrated the 20th anniversary of the 'Big Bang' – the first big deregulation of the financial services industry in the UK.

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Validating EPE

Empirical validation of trading credit exposure simulation models is clearly essential. David Rowe points out, however, that the process must differ significantly from traditional back-tests of VAR models

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