Operational risk
Stress testing under IFRS 9: a field guide
Higher volatility of loan loss provisioning will complicate financial planning and hit capital
Deutsche, Credit Suisse settle mega RMBS fines
Megan van Ooyen from SAS rounds up the top five operational risk losses for January 2017
Banks voice fresh concerns over CCP non-default losses
Dealers could face cash calls to recapitalise an ailing CCP that suffers a critical non-default loss under FSB proposals
The problems with conduct risk loss aggregation
Aggregation of conduct risk losses is recommended practice, but it can seriously distort capital calculations
Banks seek to pry open CCP black boxes
Clarity on model inputs may have averted Brexit chaos, FCMs claim
Energy firms assess costs of cyber attacks
Analytics are considered key to cyber risk management
Op risk survey shows the insidious effects of political risk
Rise in geopolitical turmoil drives other risk factors, suggests a network analysis of 2017's survey
Top 10 operational risks for 2017
Risk.net presents the top 10 operational risks of 2017, as chosen by risk practitioners
Cyber is top op risk for 2017, say CROs
This year's Top 10 Operational Risks survey highlights sharp rise in geopolitical risk following Brexit and Trump election
Goldman’s mortgage mis-selling fine tops 2016 op risk losses
Legal settlements with US regulators dominate the year's biggest operational risk charges
Intesa Sanpaolo takes $235 million hit for AML failures
Megan van Ooyen from SAS rounds up the top five operational risk losses for December 2016
Fed economist advocates combining internal models with SMA
SMA could act as a floor for calculating op risk RWAs, suggests Filippo Curti
Op risk family tree challenges Basel’s business line focus
Cladistic analysis shows importance of control failure, crime and fraud
Operational risk modelling – finally?
Sponsored feature: Elseware
Deutsche Bank faces op risk capital hit from DoJ fine
Bump to operational risk capital under SMA could be bigger than expected, experts warn
Energy risk teams explore use of KRI metrics
KRIs show particular promise for managing operational risk
A holistic view of risk: Combining risk assessment, risk events, scenario and KRI data
Sponsored webinar: MetricStream
Cyber risk: Systemic threats and business continuity
Sponsored webinar: BAE Systems and RSA
Financial Crime Survey 2016: Compliance and online fraud top the financial crime investment charts
Sponsored survey analysis: BAE Systems
Operational risk modelled analytically II: classification invariance
In a simple model, Vivien Brunel establishes the properties of an operational risk model under the requirement of classification invariance
Bank of the year: UBS
Risk management failures cause the bank to revamp its op risk programme
One-of-a-kind regulatory reporting
Sponsored Q&A: London Stock Exchange Group
KYC rules force banks into costly off-boarding exercise
Shedding unprofitable clients drains operational and IT resources
OpRisk Europe: on cyber, risk governance and Basel’s SMA
OpRisk and Cyber Risk Europe conferences spark debate on role of op risk and cyber security