A new quantitative impact study for Europe will be launched to analyse the impact of Capital Requirements Directive IV
The UK Financial Reporting Council has two risk governance projects underway, while the European Commission is prepping two papers of its own
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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A place at the table
An RSCA metric
Gives guidance on advanced approaches
Sigor releases revamped sound practices paper
Behind the facade
Operational Risk & Regulation magazine will publish its annual awards in March. Find out how to enter here
As in August, most losses in October fell into the ‘Clients, products and business practices’ category
How to take control
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.