Operational risk modelling
Analytics: the key
OP RISK SOFTWARE RANKINGS
Measuring green risk
Daily news headlines
Latency and the automated technology arms race
Daily news headlines
SFBC aims to raise capital requirements
Daily news headlines
Capital and the crunch
BASEL II
A model model?
AMA MODELLING
Uphill struggle
TECHNICAL
Beyond the blueprint
ASIA
Bon appetit
OP RISK APPETITE
ABI risk database covers investment
MEASUREMENT
The time is now
Now is the time for all good insurers to start preparing for Solvency II. Victoria Pennington explains what the new capital requirements for insurers will involve, and assesses the market's readiness for their implementation in 2012
Setting the scene
Scenario analysis is often used to plug the gaps that conventional data can't fill. But it might have more to offer. Duncan Wood investigates
The convenient untruth
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The bigger picture
In 2003, rating agencies considered operational risk as a separate risk category, but quantification problems have prompted them to take an integrated, enterprise risk management approach.
Does Basel II add up?
Are there inconsistencies in the standardised and advanced measurement approaches of the Basel II regulatory framework? Andreas Jobst considers the evidence
A calculated approach
Operational risk economic capital calculation is high on the agenda - at last. So who is using it, and why? A new OR&C Intelligence survey investigates
The only way is up
Until now, op risk and compliance professionals have not been as well remunerated as their counterparts in other risk disciplines. However, with increased demand for those with the right skills, this looks set to change. Peter Madigan reports
Measures for measures
Consistent quantitative operational risk measurement is vital to the health of banks and financial institutions. Andreas Jobst offers guidance on enhanced market practice and risk measurement standards
A narrowing gulf
Many Middle Eastern nations are keen to implement Basel II, and larger banks have been stepping up efforts to develop an op risk framework. But smaller banks are being hindered by a shortage of resources and experienced staff, as Victoria Pennington…
Strength in numbers
Data consortiums for loss information are popping up all over the globe. Why are they proving so popular? Duncan Wood reports
The data puddle challenge
The loss event taxonomies currently in use are inadequate. The worst problem is the lack of clarity with regard to the boundary conditions between risk event categories. Tara McLenaghen explores the issues