More than a decade after the Basel Committee on Banking Supervision introduced its principles for effective risk data ...

While firms have spent the post-crisis period restructuring their operations and coping with myriad regulatory changes, there is a heightened danger of the good work achieved so far being unwound by a ...

This publication describes the practices and challenges related to risk aggregation for various hazards, various operational states, and considering all sources of potential radioactive releases at a ...

In January of this year, the Basel Committee released a final set of “Principles for effective risk data aggregation and risk reporting” to enhance banks’ ability to identify and manage bank-wide ...

Risk aggregation and dependence structures constitute a fundamental aspect of modern statistical research, particularly in the realms of finance, insurance and risk management. This field addresses ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...