Operational risk modelling
Sponsored webinar: A model approach – Examining operational risk capital modelling
A model approach – Examining operational risk capital modelling
New techniques focus US op risk executives on scenario analysis
Change of scene
Solvency II causing uncertainty for risk managers
Call for lobbying push on details of new regulations
Credit risk boundary events to be a focus for regulators
The Basel Committee's Sigor group will spend time on credit risk-related operational risk loss events at its upcoming October meeting in Frankfurt
Inclusion of legal losses in op risk databases has banks fretting
Banks worry Basel rules requiring legal events to be included in operational risk databases earlier might mean the information is used against them in legal proceedings
Op risk overhaul coming at Axa
More than capital
New op risk system patent, using Bayesian networks, awarded to IBM
Patent project spearheaded by Jonathan Rosenoer is one of a very few op risk system patents to be awarded
OECD calls for greater access to data and increased risk modelling for regulators
The OECD highlights a lack of access to data and a need for varying risk models for regulators and risk managers
OpRisk Europe 2011: Video
OpRisk Europe speakers and delegates give insight into the 13th annual OpRisk conference
Deutsche's Hrvatin embeds op risk culture using KRIs
Shifting culture
Chinese banks move closer to advanced measurement approach
Two requests for proposals to help build AMA programmes issued in China
Modelling operational risk under Solvency II
Fits and starts
Eiopa: Internal models beneficial under Solvency II
Eiopa: Internal models beneficial under Solvency II
Sponsored webinar: Meeting the Solvency II operational risk challenge
Solvency II introduces a new EU-wide regulatory approach to determine capital adequacy for meeting an insurer’s true risks. Due to come into force in 2012, Solvency II promises a more sophisticated ‘risk-based’ form of supervision that will require many…
Apra QIS shows operational risk capital to increase for insurance firms
Australian Prudential Regulation Authority says industry not ready to model for operational risk capital rules
ORR Innovation Awards 2011: Paper of the Year
Vittorio Vecchione, Alessandra Agostini and Paolo Talamo
Insurers unsure how to model operational risk
Insurers unsure how to model operational risk
Algorithmics patents operational risk capital modelling framework
Algos patents operational risk capital modelling framework
Munich Re: Using insurance to transfer op risk
Better together
Cebs offers advice on changing AMA models
Cebs offers advice on changing AMA models
Sigor tackles AMA range of practices in new consultation paper
Gives guidance on advanced approaches
Sound Practices paper updated by Sigor
Long-awaited redrafted paper on Sound Practices for Operational Risk Management released for consultation by Sigor.