Loss data
Banks await Basel decision on legacy op risk losses
European banks could see big jump in capital if losses from legacy businesses are included in SMA
Better data key to cyber risk underwriting, say practitioners
Lack of loss data means predictions are a problem
Goldman’s mortgage mis-selling fine tops 2016 op risk losses
Legal settlements with US regulators dominate the year's biggest operational risk charges
A simulation comparison of aggregation periods for estimating correlations within operational loss data
This paper investigates the differences in the values of correlations based on different aggregation periods of time series loss data.
In operational risk, the future ain’t what it used to be
Just because we can't measure op risk accurately doesn't mean we should give up, argues Peter Sime
Correlation of op risk losses could send capital soaring
BB&T auditor's model shows capital measured by LDA might be pushed up by 16–55%
Bangladesh Bank fraud is a comedy of op risk errors
Megan van Ooyen from SAS rounds up the top five operational risk losses for March 2016
A maximum entropy approach to the loss data aggregation problem
This paper examines and compares alternative ways of solving the problem of determining the density of aggregate losses.
Top five losses: Julius Baer fined by DoJ, HSBC settles in US
Latest data on op risk losses from SAS (to February 29, 2016)
Top five losses: JP Morgan settles, internal fraud costs credit union
Latest data on op risk losses from SAS (to January 31, 2016)
Top five losses: JP Morgan fined for mis-advising, London Whale
Latest data on op risk losses from SAS (to December 31, 2015)
Top five losses: Barclays occupies three slots in loss chart
Operational risk loss data – November 2015
Top five losses: biggest internal fraud entry in 2015
Operational risk loss data – October 2015
Top five losses: op risk fines hit two-year low
Operational risk loss data – September 2015
Basel Committee to consult on scrapping op risk modelling
Regulators plan to propose single simple method
Top five losses: low op risk losses represent 'new normal'
Operational risk loss data – August 2015
Top five losses: double hit for JP Morgan in op risk loss list
Operational risk loss data – July 2015
Top 100 Banks: losses fall in 2014
OpRisk database sees loss figures improve
Top five losses: smaller fines push down op risk losses
Operational risk loss data – June 2015
GE Capital's Sabath describes '1.2 line of defence' model
Risk review and challenge belongs on the front line, conference hears
Top five losses: banks hit by forex fixing fines
Operational risk loss data – May 2015
Top five losses: Deutsche $2.5bn Libor fine heads list
Operational risk loss data – April 2015
Aligning risk management framework with risk appetite
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
Basel Committee faces hard choices in op risk modelling reform
Reducing model diversity may endanger AMA's risk management benefits