Complacency still prevalent among companies in Asia
Data has been a problem for the past two decades for firms in the region
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Operational risk articles
This paper suggests an approach for assessing IT risk through an incident-based method for monitoring operational IT risk across an extended enterprise based on the ISACA Risk IT framework.
Bank fell short this year on qualitative op risk governance issues
Overhaul focused on simplifying op risk management
Thomas Friang sets out vulnerabilities of financial institutions at OpRisk Europe
The authors propose a generic weighting function based on a nonparametric approach that can be used to weight the different distributions.
A scaling methodology to include external data in operational risk calculation is introduced
Derivatives market pioneers co-opt bitcoin tech in bid to transform mainstream markets
Regulation and tough markets put risk centre-stage, says CRO
Firms seeking common ground in the modelling of operational risk
ABSTRACT This paper discusses the importance of operational risk management for the efficiency of Taiwanese banks. We demonstrate that by applying risk managerial strategies banks can improve their performance,...
ABSTRACT In this paper, we propose a copula-free approach for modeling correlated frequency distributions using an Erlang-based multivariate mixed Poisson distribution.We investigate some of the properties...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.