Following the global financial crisis, the Comprehensive Capital Analysis Review - CCAR - has emerged in the US as the most dominant regulatory regime to face banks in recent years: banks must be able to prove to regulators that they have sufficient capital to weather a severe e…
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Stress Testing for Financial Institutions will provide you with guidance in regard to the stress testing process and includes several chapters on scenario analysis written by practitioners at Citigroup, Swedbank, GE Capital and the Bank of Finland. This is the only book currentl…
Many banks are undertaking quantitative modelling of operational risk using the Loss Distribution Approach (LDA) based on statistical quantification of the frequency and severity of operational risk losses. There are a number of unresolved methodological challenges in the LDA im…
Operational risk and resilience
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Type: Book
Well publicised failures in risk management have appeared with shocking frequency over the past few years. Affected firms can suffer significant commercial damage or even bankruptcy as a result. Only now is there a growing realisation that risk management is a key management res…
Well publicised failures in risk management have appeared with shocking frequency over the past few years. Affected firms can suffer significant commercial damage or even bankruptcy as a result. Only now is there a growing realisation that risk management is a key management res…
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