Independent asset managers lag bank, insurer-owned peers on op risk

Capital requirements incentivise banks and insurers to enhance op risk management

horserace
Asset managers are falling behind when it comes to op risk

Asset managers have maintained a united front in their campaign to ward off the threat of bank-style regulation, replete with capital charges for credit, liquidity, market and operational risks. As an agency business, asset management does not pose a systemic risk, they argue – and convincingly so. Yet the co-ordinated lobbying effort masks an important divide – many of the world's largest asset managers are already subject to capital charges, at least when it comes to operational risk.

The

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: