Validate To Accumulate


MODELLING the tail of the loss distribution has always been the big challenge facing banks who want to be allowed to use the Advanced Measurement Approach (AMA) to calculate their own op risk capital. The problem has taken on a new urgency, now that banks are seeking to prove to regulators their models are robust.

The official tag for this process is 'validation', which covers everything from cleaning data to checking the inner workings of the model and challenging its results. The whole process

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Investment banks: the future of risk control

This survey report explores the current state of risk controls in investment banks, the challenges of effective engagement across the three lines of defence, and the opportunity to develop a more dynamic approach to first-line risk control

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