Alexander Campbell
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Articles by Alexander Campbell
Two-regime approach saves up to 30% op risk capital
Modelling shift to 'crisis mode' mitigates pro-cyclical calculations
Cyber crooks covering their tracks, says UBS intelligence chief
Cyber criminals are increasingly turning into masters of disguise, OpRisk Asia conference hears
Bank size and tail losses skewing SMA calculation
Op risk researchers criticise logic of planned new capital method
CVA models may miss half of true default risk
Benefits of initial margin also overstated, new research finds
BoE researchers outline risk of collateral collapse
In stress periods, collateral chains could break, paper warns
Banks told to seize moment to devise new op risk charge
Banks should “get clever and develop their own model” in response to SMA, says UK bank risk manager
Operational risk managers told to do less to succeed
Resist temptation to intervene often, says head of op risk at UBS Asset Management
Status quo will push back on blockchain, conference hears
Control, cost, intermediaries and law all seen as hurdles for use of blockchain in financial markets
Research on loss data backs up new Basel op risk charge
Study finds op risk losses can be scaled in the same way as tests on engineering models
Research uncovers new sources of financial model risk
Past performance of financial models is no guarantee of future success, two forthcoming papers suggest