Hank Prybylski of Ernst & Young LLP discusses how firms are effectively dealing with risk management during a time of intense focus on financial regulatory reform.
Global financial services risk management leader Prybylski discusses forecasting, risk appetite, and Basel III
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.