What's Hot

Nassim Nicholas Taleb's blog, an inspiring read | Incerto


Monday, September 29, 2014

Operational Risk Ten Stories

A decade ago, plus a couple of months, the banking community was thrown a new mandate from the Bank for International settlements titled Basel II. For the world of Basel this was the first time regulation had included operational risk as part of the capital regime program.

Ten years on, I have decided to take stock and pull together a presentation on what has worked for the banking community in operational risk management and what remains a stubborn challenge.

Sunday, September 28, 2014

Networked Risk Factors

Rieks Joosten has recently released an excellent paper and concept for assessing networked risks which has spawned on a debate for measuring such risks on the G31000 forum.

Friday, September 5, 2014

Funds Transfer Pricing Foundations

In this quick blog posting I am sharing the Funds Transfer Pricing presentation I delivered at the 7th Annual Risk and Liquidity Conference in Singapore.