News

MSTAR at OpRisk North America 2022

Join us at the Oprisk North America Executive boardroom:Scenario construction "taking a standardized approach to benchmarking risk exposures".

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ABA/MSTAR - Climate Risk Benchmarking survey

To help U.S. financial institutions navigate the emerging climate-related regulations and risk environment, the American Bankers Association and its partner MSTAR are conducting this annual survey to assess and compare the practices of different institutions in addressing climate risk.

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MSTAR/ABA online training: Financial Risk: Structured Scenario Analysis Series.

This webinar series introduces participants to exposure-based methods in operational risk, and explores a robust and structured method of developing scenarios and assessing the associated loss estimates. The new concepts will be applied to cyber risk scenarios. The structured scenario analysis (SSA) method has been in use for more than 10 years at large institutions and has received an “Industry Initiative” award from risk.net for its application to forward-looking risk measurement. June 7, 2022 | 1 - 2 PM ET

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Olivier Vigneron to become Group Chief Risk Officer of Deutsche Bank.

Congratulations for this new chapter that opens at Deutsche Bank! We are proud and grateful that Olivier was one of the first promoters of the XOI method for operational risk, and to have worked with him and his teams for many years. Greetings and thanks from the MSTAR team.

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Congratulations to Venkat on being chosen as the new CEO of Barclays!

We are proud to have worked with Venkat for several years and that he was one of the first sponsors of the XOI method! Thanks and congrats!

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ORX Forum

ELSEWARE/MSTAR will be speaking on climate stress on operational risk at the ORX forum on September 23. In particular, we will be presenting the work we have done on this topic with the American Bankers Association and a group of banks.

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Modeling Corporate Credit Climate Risk

In this featured article of the American Bankers Association journal, Patrick Naim and Laurent Condamin present a summary of our recent work on using Bayesian networks to model climate stress on corporate credit risk. This work was performed as part of the first climate stress-test carried out by the French regulator, APCR.

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RMA GCOR Virtual Conference 2021

Nedim Baruh, Head of Operational Risk Measurement and Analytics for JPMorgan Chase, and Patrick Naim, CEO of MSTAR have presented together "Measuring Climate Stress on Operational Risk" at the RMA GCOR Virtual Conference 2021.

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ABA Risk Quantification Forum 2021

MSTAR /ELSEWARE will be part of the virtual ABA RISK 2021 conference on March 23-25.The session will focus on “the Use of Structured Scenario Analysis in Modeling Climate Change Stress on Operational Risk”.

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MSTAR Platform is now available on the App Store!

Oprisk managers, download it to stay informed about all relevant information (news, events, reports) and to access our library of operational risk scenarios.

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To learn how our solutions and the XOI method can help you assess operational risks, contact us

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