Operational risk modelling
Relating specifics to the holistic
Op Risk Data Special Focus
The search for a perfect fit
The Perfect Fit Technology
Correlation and diversification effects in operational risk modelling
The Correlation Problem Technical Focus
Fitch highlights discrepancies in banks’ op risk processes
Measurement Advances
Experts to speak on evolution and challenges of op risk
Operational Risk Conference Preview
KPMG study shows a long way to go for op risk implementation
Implementation Outlook
New KRI project kicked off by ABA
Implementation Outlook
Profile: People’s Bank implements Basel II
Cover story
Constructing an operational event database
Technical focus
Losses and lawsuits
Loss Database
Operational risk modelling: aggregating loss distributions using copulas
Capturing the dependence structure between business line/risk event types is an extremely important step for any serious attempt to model operational risk. In this article we show how this can be achieved by using a powerful statistical technique known…
Op risk modelling for extremes
Part 2: Statistical methods In this second of two articles, Rodney Coleman, of Imperial College London, continues his demonstration of the uncertainty in measuring operational risk from small samples of loss data.
An advanced model for op risk capital calculation
The Basel II regulators need to develop a comprehensive approach to op risk modelling, says Tony Blunden in his final article on the new capital accord.