It's all relative
Forging a new benchmark
EDHEC and Russell team up for Solvency II benchmark indexes
In conversation with...Michael Hasenstab
S&P launches Euro 75 Index
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
Op risk loss database consortium for insurers publishes scenario benchmarks
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
Baseline Capital Limited has announced completion of the development stage of its Basel II data pool solution.
MILAN - Much ink will be spilled over the more quantitative aspects of operational risk — modelling, data gathering, technology infrastructure, for example. But it's the cultural challenges of implementing an operational-oriented framework that 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…
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.