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Operational risk

Consortiums look beyond historical loss data

The financial crisis has shown historical loss data is not enough to help model and predict future op risk events, so some loss data consortiums are looking to include features such as scenario analysis results in their databases

How to make VAR go voom

An amended approach to value-at-risk that focuses on the drivers of risk and the use of agent-based modelling and simulation to capture the bounded rationality of human decision-making

BP’s oil spill to tighten global oil supply - report

BP’s Gulf of Mexico oil spill will tighten global oil supply as US oil production is set to wane, following expectations the disaster will lead to stricter regulation and closer scrutiny of drilling operations in the US, say Barclays Capital

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