Loss data
OpRisk Asia: Loss data collection faces pitfalls, panel warns
Loss data is vital to op risk management - but the process is flawed and uncertain, Singapore conference hears
Top five losses: RMBS settlements dominate largest op risk losses
Operational risk loss data – May 2013
Operational risk management and productivity
Financial companies can benefit from analysis of the relationship between volume and production costs
OpRisk Europe: Sigor review to repair credibility, Adachi says
Sigor chair says review focus will be on capital model credibility and comparability
ORX loss data shows 2011 spike
ORX loss data shows 2011 spike
Top five losses: TD Bank internal fraud makes top five
Operational risk loss data – April 2013
Improving operational risk management with external loss data
Sponsored webinar: IBM
Top five losses: Citi pays $730m to MBS investors
Operational risk loss data – March 2013
Quarterly US bank loss data – Q3 2012
Quarterly US bank loss data – Q3 2012
Top five losses: op risk loss levels return to monthly norms
Operational risk loss data – February 2013
Top five losses: US banks hit by Fed/OCC payouts
Operational risk loss data – January 2013
Fraud losses drop for US banks
Fraud losses drop for US banks
More risk at the top table
Top 100 banks
Operational risk survey shows risks higher at large banks
Operational risk losses are disproportionately high at large banks, new survey finds
A model future (part I)
Models that use factors such as key risk indicators, or KRIs, for inputs align the op risk function with credit risk and market risk - and may increase the effectiveness of operational risk within an organisation. Marcelo Cruz looks at key factors in…
OpRisk Europe: FSA’s Sheen warns on data quality
Operational risk managers need to bear in mind that loss data has limitations, says the FSA’s Andrew Sheen
Marcelo Cruz: Robust estimation
A number of recent papers submitted to the Journal of Operational Risk on robust estimation reflect the concerns of the op risk modelling community about the reliability of parameter estimation in severity distributions
Types of operational risk loss by event, April 2010 to April 2012
The top five op risk loss events in April
'Clients, products and business practices’ the biggest op risk type in March
Types of operational risk loss by event, March 2010 to March 2012
Why, when and how should loss data be scaled?
Economies of scale
On humility
It's nice to see op risk managers becoming more aware of their limitations
Cifas data shows identity theft rose in 2011
Operational risk data