Optimisation efforts preserve capital ratio despite $14.5 billion of cash returns to shareholders
SocGen provisions for sanctions violations; has the SMR prompted more bank CEO resignations? Data by ORX News
The Basel III output floor will impose the single largest Tier 1 capital requirement on 46% of G-Sibs
Median savings shrink to 5.1% from 19% at end-2015
Basel III output floor will add 5.4% to minimum required capital
Regulators urged to make swift decision on exempting small end-users
This paper proposes a general framework for constructing bank risk data sets, which provides an integrated process from data sources to comprehensive risk data sets.
Total RWAs were up £57 billion, from £2.89 trillion to £2.94 trillion
CEO quits as bank publishes internal investigation into irregular operations at Estonian branch
Banks created TruSight and KY3P to vet supplier risk with standard questionnaires. Is it enough?
Normally the province of IT, cyber defence is increasingly seen as a critical part of operational risk
Operational RWAs down to $387.6 billion from $400 billion in the second quarter
Cyber thieves have accessed the interbank messaging system through small, developing world banks
Lower risk levels drive quarter to quarter fall
ZKB settlement takes top spot in August loss list. Data by ORX News
G-Sibs cut $31 billion of market RWAs in three months to June
This paper proposes an alternative framework for setting banks’ operational risk capital, which allows for forward-looking assessments and limits gaming opportunities by relying on an incentive-compatible mechanism.
In this paper, the authors apply a dynamic extreme value theory (EVT) model based on a nonhomogeneous Poisson process incorporating covariates to estimate frequency, severity and risk measures for operational risk.
From exchanges to software sellers, big players hang back on due diligence questions, banks say
Bank has five bands of risk – a granular approach it says makes it easier to control exposures
Barclays and BNP Paribas move to standardised approach in the second quarter
Tests improve on methods to identify anomalous data created by fraudsters
Onus is on banks to vet subcontractors during contract negotiations, regulator says