Data shows drop in plans to pitch or switch vendors, amid tighter third-party rules – but TPRM bucks the trend ...

This paper puts forward a dual-layer approach to climate risk management with utilises root cause-based analysis and severity ...

Repo market participants are calling for regulators not to drag special collateral repo into the growing discussion around ...

Mandatory training on critical operational risks coverage has broadened over the past year, particularly in the domain of ...

Credit valuation adjustment (CVA) risk-weighted assets (RWAs) spiked at two Singaporean banks in the second quarter, reaching their highest levels since at least 2018. DBS Bank’s CVA RWAs climbed 12% ...

Most of the biggest dealers aren’t leverage constrained now, and experts are sceptical that banks will use the extra capacity ...

The author applies the Bernoulli distribution to an extrapolation of the capital provision that does not take into account ...

Domestic and smaller regional players favour scenarios to gauge tail exposure; G-Sibs stick to modelling, for now ...

This paper studies key determinants of public interest assessments in EU bank resolution with a focus on three factors: systemic risk, bank size and bank ...

The European Central Bank’s new guidelines on the use of cloud services go beyond recently implemented European Union regulation, according to operational risk managers. The Digital Operational ...

Researchers have found that one in four roles at the US Federal Reserve could benefit from the use of generative AI (GenAI), signalling the vast potential for its use within the central bank. However, ...

For years, senior staff of the Bank of England have been warning about the systemic risks posed by excessively leveraged non-bank financial firms. The tariff-driven market volatility in April showed ...