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Replies

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  Tara H. Skinner February 21, 2011 22:13

  Clark suggests the best option--the SAS OpRisk Global Data is very specific and filterable for your needs. 

  For generic/sanitized % data, look at the Basel QIS studies.
  
  Clark Richard Abrahams said:

  Lee -- Yes!  SAS OpRisk Global Data is the world's most comprehensive external loss database that contains all publicized losses exceeding USD 100,000.  Currrently more than 21,000 loss events from the global financial services industry are documented with up to 60 data fields each.  The data is collected by a team of operational risk research analysts specializing in library sciences and financial services.  It is sourced from over 30,000 publications globally.  It identifies and groups all related events.  Quarterly updates are available.  Please contact me if you are interested in pursuing this avenue. -- Clark Abrahams
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  Richard Menear February 18, 2011 15:40

  You could also try th F1rst database from Algorithmics

  http://www.algorithmics.com/en/services/23-prodserv.cfm

   

   

   
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  Dan Wallace February 16, 2011 9:18

  Contact the ABI. Their ORIC consortium categorises losses by Basel II categories. More information available at www.abioric.com
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  Lee Werrell February 16, 2011 8:48

  To further add clarity, the losses we are looking for cover all the Basel II categories. Whilst industry losses are useful, we understand that they are not always totally relevant to our client's model as an inter-dealer broker but covering energy, shipping, voice and electronic trading as well as data provision for 3rd parties,credit, market, liquidity, strategic, clearing and settlement and general ops risk losses Iinc legal, compliance & regulatory) would be useful.

  Also if anyone has any historical data, that could be useful as we are trying to build a contingent picture across a probability of using up to 20 years for short term appetite as well as top down scenario discussions for the next 50 years.
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  Clark Richard Abrahams February 15, 2011 21:59

  Lee -- Yes!  SAS OpRisk Global Data is the world's most comprehensive external loss database that contains all publicized losses exceeding USD 100,000.  Currrently more than 21,000 loss events from the global financial services industry are documented with up to 60 data fields each.  The data is collected by a team of operational risk research analysts specializing in library sciences and financial services.  It is sourced from over 30,000 publications globally.  It identifies and groups all related events.  Quarterly updates are available.  Please contact me if you are interested in pursuing this avenue. -- Clark Abrahams
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  Wayne Wickham February 15, 2011 20:50

  Can you be more specific as to what kind of loss date you are looking for?

   

  Wayne Wickham
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  Abder Seridji February 15, 2011 19:11

  Hi,

   

  I don't know if it corresponds to what you're looking for, see these links

  http://research.aberdeen.com/1/toolkit/dlp.html

   

  and

  http://www.ft.com/cms/s/0/d22d93a8-fe17-11de-9340-00144feab49a.html...

   

  Good luck

   

  Abder Seridji
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  Jen February 15, 2011 18:50

  Try the Operational Risk database.  They collect loss data for FI, but not sure if they include UK banks.  I believe data is free if you join the network and report losses.

  http://www.orx.org/orx-data
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  Bill May February 15, 2011 18:27

  Hi Lee

  Can you be more specific about the data you are looking for? Do you mean losses from e.g. insured events or trading losses etc.

  Best Regards

  Bill May
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  Dennis Cox February 15, 2011 18:20

  Hi Lee

   

  The best place is the BBA's GOLD database - see the link attached

   

  http://www.bba.org.uk/statistics/article/global-operational-loss-da...

   

  Unfortunately I do not have access to it - perhaps someone elese in the community does!!