Central clearing might solve some of the problems with over-the-counter derivatives, but it is by no means a straightforward solution, and could raise some additional problems
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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Basel Committee proposes capital buffer to be tied to macroeconomic indicators
Basel Committee considers recalibrating the simpler approaches to op risk measurement but says changes will happen later rather than sooner
Mortgage lenders must hold capital for operational risk
New explicit requirement for operational risk capital proposed for life and general insurance firms in Australia.
HKMA reminds firms of their requirements in response to incidents affecting customers
Aon Corporation, a global provider of risk management services, insurance and reinsurance brokerage, has opted for a more measured approach to adopting a GRC platform by starting with an upgrade of ...
This webinar discusses best practice in stress-testing a liquidity risk framework and how firms can find the business benefit from the new liquidity risk management requirements
PARIS – Rogue traders and a worsening financial crisis are leading French regulators to put pressure on banks to hold more capital for op risk French authorities are demanding that the country’s...
LONDON – In his first Mansion House speech, on June 16, UK Chancellor of the Exchequer George Osborne confirmed what many in the City have expected for months – that he will abolish the Financial Services...
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.