Scenario analysis
Building scenarios
Kenji Fujii of UFJ Holdings looks at the benefits of using scenario analysis as a means of managing operational risk, and discusses UFJ Bank's scenario-based advanced measurement approach.
RMA signs up for OpVantage First database
The Risk Management Association (RMA) has signed up to use OpVantage's First (financial institutions risk scenario trend) database. OpVantage, a division of rating agency Fitch, provides operational risk software to the industry.
Getting it together
Data consolidation is now a vital foundation to any successful risk management implementation, as Dave Rose and Stuart Cook of The Structure Group report
Scenario-based AMA
Conference paper from the Basel Committee on Banking Supervision's recent Operational Risk conference in New York: This paper, which focuses on aspects of implementing the scenario-based advanced measurement approach was drafted by a team of…
Beyond the lognormal
Value-at-risk
Princeton Team Develops TIRM Risk Methodology
METHODS & REGULATIONS