Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
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2022 – A market risk odyssey
Though January’s final version of FRTB offered no great surprises to those who have followed the regulation since its inception, banks now have a greater idea of what is required of them. Bloomberg explores the importance for banks to have FRTB…
Asia moves: New CEOs at Credit Suisse and ANZ, Invesco gets new MD, and more
Latest job changes across the industry
A helping hand – Addressing industry concerns
The Basel Committee on Banking Supervision’s final revisions to the FRTB guidelines aim to address industry concerns around complexity and capital implications. A forum of industry leaders discusses whether the changes have been effective and how banks…
Industry Initiative of the Year: ORX
ORX’s op risk taxonomy project improves measurement of progress and change
Paper of the Year: Embrechts, Mizgier and Chen
Embrechts, Mizgier and Chen expand operational risk modelling across industries
Bank of the Year: HSBC
HSBC transforms its operational risk function at considerable cost, but with commensurate returns
Outstanding Achievement of the Year: Chapelle Consulting
Chapelle Consulting is a significant contributor to the evolution of operational risk practices
Consultancy of the Year: EY
EY provides comprehensive approach to measuring and managing disparate emerging risks
Insurer of the Year: Swiss Re
Managing internal complexity gives Swiss Re’s senior management both macro and micro views of operational risk
Asset Manager of the Year: AQR Capital Management
AQR Capital Management applies quantitative knowledge to assess operational risk for new investment models
Asia moves: New CEO for BNP Paribas Cardif, GIC gets new COO, plus more
Latest job changes across industry
The biggest stories from Isda’s 2019 AGM
From new uses of SOFR to non-modellable risk factors in Asia – here are the 10 best stories from the conference
Asia moves: Hong Kong exchange on senior hiring spree, KKR picks Apac strategist, and more
Latest job changes across industry
Top 10 op risks 2019: theft and fraud
Rogue employees are costly, but the thought of cyber mayhem dominates managers’ concerns
Top 10 op risks 2019: outsourcing and third-party risk
Perfecting internal controls is meaningless when lax oversight of outsourcing offers back-door vulnerability
Top 10 op risks 2019: data management
GDPR fuels fears of mega-fines for data-handling missteps
Top 10 op risks 2019: IT disruption
Cyber attacks present multi-faceted threat, but banks and regulators are fighting back
Top 10 op risks 2019: Brexit
UK departure from European Union could result in “every operational risk you’ve ever seen”
Top 10 op risks 2019: mis-selling
Concern over sales practices remains amid economic and political uncertainties
Top 10 op risks 2019: IT failure
Worries amplified by conspicuous mishaps and regulators’ new focus on operational resilience
Top 10 operational risks for 2019
The biggest op risks for 2019, as chosen by industry practitioners