Operational risk modelling
Highlights from OpRisk Europe conference 2015
Exclusive coverage of London event
Op risk models must aid management to be effective, conference hears
Quantifying risks useful, but only when informing decision making
What if operational risk asked more 'what if' questions?
Banks and regulators urged to up their game in stress tests and scenario analysis
Op risk analysis underrates human behaviour – Fed examiner
Risk managers urged to focus on group dynamics
Op risk management has tangible benefits, firms claim
Advantages include lower costs and capital
Fed: future of op risk models “in the balance”
Basel Committee mulling altered AMA – or even replacement with RSA
The problems of explaining AMA volatility
A simple model highlights how AMA capital requirements can change dramatically
GE Capital dealing with Sifi status and AMA push
Systemically important status is hard enough when you're a bank – for non-bank institutions such as GE Capital, meeting the mark can be even more challenging. Enterprise and operational risk leader Ann Rodriguez discusses the reform process with OpRisk
Benchmarking and reputation risk – editorial
Managed expectations
AMA, RCSAs and dealing with Libor at Rabobank
Dutch bank Rabobank has shaken off its Libor label pretty quickly, leaving it to focus on its co-operative roots, the AMA and its RCSA roll-out. Anne Snel-Simmons, head of operational risk management at Rabobank, talks to OpRisk about the challenges of…
Modelling dependency in operational risk
Dependencies between risk types are a vital part of any risk model – but the choice of how to represent them can be critically important to the result of a capital calculation
OpRisk Europe: Regulators urge caution over simplifying op risk models
Banks should not abandon complex risk models just because they failed during the financial crisis, conference hears
OpRisk North America: Banking industry failed to tackle parallel runs, says regulator
Failure is a "black eye" for US financial sector, according to Federal Reserve Bank of Richmond unit head
Nordea rules out AMA
Another institution rejects AMA because of lack of clarity in requirements
Oprisk Software Profiles 2012/2013
Oprisk Software Profiles 2012/2013
OpRisk Europe: FSA made a mistake with the AMA, panellist claims
The UK Financial Services Authority should have forced large, sophisticated banks to adopt the advanced measurement approach to operational risk, risk manager argues
Regulation, quantification and cyber risk at Zurich
Why we quantify
OpRisk North America highlights the limitations of risk management
Limits and boundaries
ORR Innovation Awards: Insurer of the year
Zurich Financial Services