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Chairman summary of session IPM 68: Risks in finance - the state of the art in statistical methods
| Content Provider | Semantic Scholar |
|---|---|
| Author | Walton, Richard A. |
| Copyright Year | 2010 |
| Abstract | This topic covered two approaches: (i) a data collection approach, and (ii) a research approach to risks in finance and to the management of those risks. Discussion of the data collection approach focused on data assessment needs and “gaps” and the links with frameworks of risk. Discussion of the research approach focused on ways in which prudential supervisors and the banking industry deal with risk. For the data collection approach, the Invited Paper Meeting covered macroprudential analysis and the measurement of credit risk transfer. For the research approach, a paper from the banking industry looked at the advanced measurement approach to operational risk. A second paper presented by a prudential supervisor covered the supervisory review process. |
| Starting Page | 101 |
| Ending Page | 101 |
| Page Count | 1 |
| File Format | PDF HTM / HTML |
| Volume Number | 33 |
| Alternate Webpage(s) | https://www.bis.org/ifc/publ/ifcb33l.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
