The U.S. bank supervisory agencies recently issued for public comment revised guidance regarding the implementation of the proposed Basel II-related, risk-based capital requirements. Among the ...

Atkar: Not necessarily on operational risk. For instance, the recent Basel paper on the treatment of insurance to mitigate operational risks proposes arguably a more complicated approach than ...

Financial institutions are in the business of risk management and reallocation, and they have developed sophisticated risk management systems to carry out these tasks. The basic components of a risk ...

AI Risk Quantification modules, like the one from Kovrr, bring measurable insight into how scenarios could affect operations ...

The gap between AI and traditional risk modelling is substantial. Traditional models often fall short when dealing with complex, non-linear relationships. In contrast, AI models thrive in detecting ...

I managed to catch some of the first day on Thursday of the "Pricing Model Validation: Mitigating Model Risk" conference. I thought it would be worthwhile going along since firstly the past 12-18 ...