Scenario Analysis for Operational Risk

 PRESENTATION at this address : http://causalcapital.blogspot.com/2011/06/scenario-analysis-for-ope...

 

There appears to be a resurgence across the region for scenario analysis.  This interest to quantify extreme events seems to be motivated in part as an outcome from some of the banks looking to move their operational risk systems to a more advanced approach in Basel II.
 
While Basel-III's predecessor Basel-II doesn't require any changes to a banks operational risk framework, some institutions are still looking to improve their operational risk reporting and they are doing this by considering to dimension exposure through more sophisticated Basel-II approaches, selecting those techniques that have been successful in the past.
 
In this article we will discuss this recent interest in scenario analysis and provide a complete presentation which can be downloaded that explains how to build a best practice scenario analysis system for operational risk quantification.

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