As the efficiency of operational risk management remains a top priority and pressure to maximise value increases, emerging technology could prove crucial. Nitish Idnani, leader of oprisk management services at Deloitte, explores how the oprisk management…
Schoch move comes after bank carves op risk and compliance unit out of central risk function
This paper focuses on conceptual and modeling frameworks in an attempt to explore qualitative and quantitative risk management techniques for hierarchical SoS risks, exemplifying the production systems for demonstration.
Macquarie is uniquely positioned to offer clients a range of products, expertise and experience across the commodities space. Nick O’Kane discusses the bank’s approach to commodity markets and what he expects next
The aim of this paper is to provide a new operational risk management framework to identify and mitigate the operational risk exposure arising from a new product.
Swaps on Swiss Libor successor gain traction, but lack of cash products poses liquidity hurdle
Revisions to market risk rules fail to ease complexities of internal models approach
In this paper, the author looks at the efficacy of risk measures on energy markets and across several different stock market indexes, and calculates both the value-at-risk (VaR) and the expected shortfall (ES) on each of these data sets as well as on…
Fund launch uses fundamental analysis to identify value propositions in high-risk industry
Survey of 24 large Apac bank board risk committees shows dearth of risk managers
Quants show popular autocallable pricing technique has a flaw that has been ignored until now
Quants propose replacement to existing credit risk measure
CCP’s risk analytics head will replace Laux in July
Growing institutional adoption of exchange-traded funds (ETFs) has been an undeniable trend over the past few years. In this article, Hong Kong Exchanges and Clearing (HKEX) explains why institutions are increasingly using ETFs to gain targeted exposure,…
Risk Awards 2019: Bank heeds lessons of past structured products routs to navigate February volatility
In this paper, the authors provide a comprehensive review of the different approaches developed to model operational risk, specifically focusing on the actuarial approach.
Global perspectives on operational risk management and practice: a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro)
This paper presents survey results which represent comprehensive perspectives on operational risk practice, obtained from practitioners in a wide range of countries and sectors.
Split into UK and EU arms will reduce netting benefits and capital flexibility
New working group will focus on business continuity in the age of cyber threats
Sovereign debt agency entices 18 banks into hedging programme, locking in historic low rates on bailout loans
Risk Awards 2019: PDMA’s innovative €35bn swap programme helps slash sovereign’s interest rate payments