Contradictions in the US regulations slowing down exit from Basel II parallel run
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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New paper from the UK FSA sets out guidelines for TSA operational risk frameworks
New consultancy paper from the UK FSA requires all firms to disclose their remuneration methodology under CRDIII.
Carol Sergeant leaves Lloyds Banking Group
Fight and flight
A suitable ploy
Geopolitical developments feed into op risk
EU puts high-frequency trading on the block
UK FSA switches focus to ‘governance in action’
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.