Scenario analysis
OpRisk North America: Too much confidence in risk models, OCC’s Levonian warns
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
Stronger defences needed: stress testing a eurozone break-up
For a few dollars more
ORR Innovation Awards: Paper of the year
Robust estimation of operational risk
Eurozone scenario analysis goes microscopic
Familiarity breeds content
Need for speed: banks explore FPGAs for portfolio modelling
The gate array way
Bank models are built on foundations of sand
Foundations of sand
Scenario analysis for the insurance industry
Picture this
The correlation of operational risk with economic scenarios
Marcelo Cruz highlights the problems that can arise when analysing the relationship between operational risk and macroeconomic factors
Using credibility analysis in operational risk measurement
Continental differences, revisited
ORX completes first stage of scenario library programme
The Operational Riskdata Exchange says benchmarking is the next step in its effort to help operational risk managers improve their use of scenarios
New techniques focus US op risk executives on scenario analysis
Change of scene
The Atlantic divide over scenario analysis
Continental differences
Eurozone debt crisis: facing up to the risks of political uncertainty
The risks of political uncertainty
Fed to kick off annual stress-testing programme 'towards end of the year'
FRB building models to compare and benchmark bank results from late 2011
Control frameworks need top-down approach
Control chaos
Chinese banks move closer to advanced measurement approach
Two requests for proposals to help build AMA programmes issued in China
ORX studies op risk scenario best practice
The prediction process
Japan crisis proves value of multivariate scenarios
Japan shows value of multivariate scenarios
Eiopa: Internal models beneficial under Solvency II
Eiopa: Internal models beneficial under Solvency II
Stressed in Monte Carlo
Stressed in Monte Carlo
KPMG and ORX complete investigation into global scenario analysis plans
Consultancy and industry body researched complexity and terminology of scenario analysis at large banks
Japan crisis – business continuity amid a one-in-1,000-year event
Business continuity planning struggles to prepare for a one-in-1,000-year event such as the Japan disaster.
ORR Innovation Awards 2011: Corporate of the Year
Hans Læssøe, LEGO System