Also: Santander staff mistreatment; cum-ex rumbles on; CFTC steps up scrutiny of swaps reporting. Data by ORX News
Using correlation to model op risk losses may be unsafe – study
Techniques for linking economic factors and bank losses produce varying – and sometimes contradictory – results
Geopolitical risk models not ‘rigorous’ enough, says quant
Joseph Simonian believes game theory and reinforcement learning could improve matters
Risk Technology Awards 2022: No oil painting
After years of relative peace, the risk landscape has turned ugly. This year’s winners of the Risk Technology Awards weigh …
Risk Technology Awards 2022
The 2022 Risk Technology Awards recognised products and services that helped firms steer through the Covid-19 pandemic, a testament to …
Covid chaos spurs on search for model risk aggregation
Many models failed in pandemic, but analysing them in clusters easier than whole-bank view
Op risk data: SEC says no to Charles Schwab robo-adviser
Also: China steps up scrutiny of wealth management products; Libor fines still rumble on. Data by ORX News
Concentration risk add-ons too low at Ice and ECC, says regulator
Results of European stress test suggest shortfall of collateral for large commodities positions is equivalent to 17% of total required …
Geopolitics, volatility and transformation: the top trading and intraday risk management concerns
At a recent webinar held by ICE and Asia Risk, experts discussed how they are dealing with unprecedented global events …