The Australian banking regulator has proposed the country’s banks meet new Basel III capital and liquidity rules two years ahead of G-20 commitments. The proposal has drawn immediate criticism fro...
Currency-linked structures likely to become more popular in Hong Kong with retail investors. But take-up of volatility products is still muted despite erratic markets due to concerns about complexit...
During a question and answer session at Risk Japan 2011 in Tokyo today, Mizuho Securities chief risk officer, Kenji Fujii, tells delegates Fed chairman, Ben Bernanke, was right not to have announced...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Christopher Jeffery articles
Frank Newman, former US Treasury deputy secretary, and Ronald Gould, ex-UK FSA senior adviser, join the consultancy's China operations
Speakers at Risk & Return Australia 2011 believe the ability of supervisors to implement regulation around the world in a consistent manner is the most critical component to financial regulatory ref...
Marking systemic portfolio risk with the Merton model
Shane Dardis, vice-president for regional structured products advisory at DBS, discusses regulatory reform in the aftermath of the global financial crisis
A selection of pictures from the Risk India event held in June, hosted by Asia Risk magazine
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.