Scenario analysis
Getting it together
Data consolidation is now a vital foundation to any successful risk management implementation, as Dave Rose and Stuart Cook of The Structure Group report
Scenario-based AMA
Conference paper from the Basel Committee on Banking Supervision's recent Operational Risk conference in New York: This paper, which focuses on aspects of implementing the scenario-based advanced measurement approach was drafted by a team of…
Beyond the lognormal
Value-at-risk
Princeton Team Develops TIRM Risk Methodology
METHODS & REGULATIONS