Benchmark

Sound scenarios

Mariano Selvaggi describes the issues the Operational Risk Consortium took into account when preparing its report on the use of scenario analysis of operational risk in insurance, and how a sound scenarios framework can benefit firms

Oil Storage Data - Taking Stock

Volatile prices and perceived problems with WTI as a benchmark have triggered renewed calls for weekly European stock data to supplement US data. An EC directive is currently being discussed, but not everyone is in favour of this, finds Rachel Morison

Weighting for Risk

Basel has recognised that collateral and seniority give banks an advantage when an obligor defaults. Here, Jon Frye argues that the proposal may encourage banks to lend on the collateral – a practice that could threaten their own survival – and proposes…

Marking the cards at ANZ

Mark Lawrence of ANZ Group describes how the bank chose and developed a “scorecard” approach to measuring operational risks, and how – 12 months after the start of the project –it is already achieving a more efficient allocation of capital.

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