Modelling

• Infrastructure

Modelling credit migration

Masterclass – with JP Morgan

• 01 Jan 2000

• Risk management

Modeling and measuring operational risk

Recent operational risk events such as occurred at Barings, Daiwa, Sumitomo, and other institutions show the importance of measuring and controlling such operational risk. In this paper the authors present a quantitative operational risk measurement…

• 01 Sep 1998

• Risk systems

Lyonnais Runs Weekly Risk Checks On Triple-A Derivatives Programme

• 09 Oct 1995