One of the most concerning trends that continually persists in operational risk management, is the lack of interest from analysts to attempt to quantify this risk exposure coherently.
In this blog we look operational risk from the perspective of the normal and the extreme.
A presentation has been released by Causal Capital on how to calculate counterparty risk exposure in a bank.
The approach taken in this presentation is to look at how each department contributes to the overall framework for dimensioning Counterparty Risk measures at both a contractual and aggregated level.
The presentation can be downloaded by following this link.
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