SPOTLIGHT
Anders Kragsterman, Skandinaviska Enskilda Banken
Anders Kragsterman is Head of Group Risk Management Methods at Skandinaviska Enskilda Banken (SEB), where he develops and implements risk measurement and management systems. His work on op risk focuses on how to best link internal controls, quantification and capital allocation.
When did SEB first start to measure its op risk?
Our first attempt to measure op risk in a value-at-risk context began in 1995, alongside a programme for the quantification
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