Operational risk modelling
Comit unveils Sword6 for operational risk
MEASUREMENT ADVANCES
E&Y finds op risk culture making progress at asset managers
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ORX and RMA announce partnership
COVER STORY
Briefs
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RMA releases final KRI report
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Towards a practical capital model
PRACTITIONER'S CORNER MODELLING
A consolidating market
OP RISK SOFTWARE
Briefs
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Scenario analysis workstream from RiskBusiness
MEASUREMENT ADVANCES
Fitch unveils op risk assessment method
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M&As spark op risk software shuffle
COVER STORY
New op risk papers
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Drop in interest rate and credit derivatives woes
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Briefs
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Op risk tools usage ‘set to double’ – DSGV
MEASUREMENT ADVANCES
Treatment of incomplete data: the effects on parameter estimates, EL and UL figures
TECHNICAL FOCUS INCOMPLETE DATA
Briefs
MEASUREMENT ADVANCES
What has op risk to do with ‘credit’ ratings?
RATING AGENCIES OP RISK
A pragmatic approach to modelling KRIs and their impact on OpVaR
PRACTITIONER’S CORNER KRIS
Icap and CST settle dispute
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Legal risk losses ‘not on databases’
COVER STORY
Financial regulation ‘at saturation point’
MEASUREMENT ADVANCES
A forward-looking adjustment for op risk quantification
Anupam Sahay and Ashish Dev present a general discussion of the basic elements of a rational framework for operational risk quantification. Then they focus on modelling the effect of internal controls and business environment on operational events. The…
Briefs
MEASUREMENT ADVANCES