Regulation of Cyber Risk in the Banking Sector: A Canadian Case Study
The current #canadian regime, which draws on the #basel #operationalrisk framework, is not equipped to handle the unique challenges of...
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Rechercher
19 sept. 2022
Regulatory Capital and Bank Risk-Resilience Amid the Covid-19 Pandemic:
"... banks with robust pre-crisis regulatory capital ratios are less risky (have a lower insolvency risky) relative to less-capitalised...
8 juil. 2022
The Status of People Risk Management in UK Banks
"... some operational risk managers are working more closely with their human resources partners to develop a more cohesive approach to...
6 mai 2022
A Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM)
"These parameters can be calibrated using public data. This new approach means not only to evaluate climate risks without picking any...
21 avr. 2022
The Status of People Risk Management in UK Banks
"As a result of a regulatory focus on quantitative capital requirements, it also finds management of people risk subsumed by this...
25 mars 2022
Risk Measures: Robustness, Elicitability, and Backtesting
"...we argue that... the median shortfall—that is, the median of the tail loss distribution—is a better option than the expected...
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