Operational risk modelling
Towards a practical capital model
PRACTITIONER'S CORNER MODELLING
A consolidating market
OP RISK SOFTWARE
Briefs
MEASUREMENT ADVANCES
Scenario analysis workstream from RiskBusiness
MEASUREMENT ADVANCES
Fitch unveils op risk assessment method
MEASUREMENT ADVANCES
M&As spark op risk software shuffle
COVER STORY
New op risk papers
MEASUREMENT ADVANCES
Drop in interest rate and credit derivatives woes
MEASUREMENT ADVANCES
Briefs
MEASUREMENT ADVANCES
Op risk tools usage ‘set to double’ – DSGV
MEASUREMENT ADVANCES
Treatment of incomplete data: the effects on parameter estimates, EL and UL figures
TECHNICAL FOCUS INCOMPLETE DATA
Briefs
MEASUREMENT ADVANCES
What has op risk to do with ‘credit’ ratings?
RATING AGENCIES OP RISK
A pragmatic approach to modelling KRIs and their impact on OpVaR
PRACTITIONER’S CORNER KRIS
Icap and CST settle dispute
MEASUREMENT ADVANCES
Legal risk losses ‘not on databases’
COVER STORY
Financial regulation ‘at saturation point’
MEASUREMENT ADVANCES
A forward-looking adjustment for op risk quantification
Anupam Sahay and Ashish Dev present a general discussion of the basic elements of a rational framework for operational risk quantification. Then they focus on modelling the effect of internal controls and business environment on operational events. The…
Briefs
MEASUREMENT ADVANCES
KRIs under scrutiny at OpRisk Europe conference
MEASUREMENT ADVANCES
UK concern over 'use test' requirements
MEASUREMENT ADVANCES
Time to get motivated on modelling
DATA MODELLING
New software solution from Protiviti
MEASUREMENT ADVANCES
Providus offers new RiskResolve module
MEASUREMENT ADVANCES