Benchmark

Sound scenarios

Mariano Selvaggi describes the issues the Operational Risk Consortium took into account when preparing its report on the use of scenario analysis of operational risk in insurance, and how a sound scenarios framework can benefit firms

Oil Storage Data - Taking Stock

Volatile prices and perceived problems with WTI as a benchmark have triggered renewed calls for weekly European stock data to supplement US data. An EC directive is currently being discussed, but not everyone is in favour of this, finds Rachel Morison

US agencies issue QIS4 and LDCE survey materials

American financial regulators (the Agencies) have issued survey materials for the fourth Quantitative Impact Study (QIS4) and the Loss Data Collection Exercise (LDCE) in preparation for the implementation of the Basel II capital framework in the country.

Weighting for Risk

Basel has recognised that collateral and seniority give banks an advantage when an obligor defaults. Here, Jon Frye argues that the proposal may encourage banks to lend on the collateral – a practice that could threaten their own survival – and proposes…

Marking the cards at ANZ

Mark Lawrence of ANZ Group describes how the bank chose and developed a “scorecard” approach to measuring operational risks, and how – 12 months after the start of the project –it is already achieving a more efficient allocation of capital.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here