Creating an op risk loss-collection framework


To meet the Basel II advanced measurement requirements and improve op risk management, firms must establish robust loss databases. Ulrich Anders and Jürgen Platz of Dresdner Bank in Frankfurt outline such a framework

If AN organisation is to avoid not only large-scale but also small operational risk losses, a high degree of transparency of the organisation, its processes and their inadequacies and/or potential for failure is needed.

Operational risk losses have always been recorded, approved and

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Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

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