Op risk managers must prepare for much greater regulatory demand for real-time data
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 Alexander Campbell articles
2010 reform act robbed the US authorities of the powers it used to fight crisis, conference hears
Modest increase in complaints related to payment protection insurance
Operational risk loss data – August 2013
Multivariate analysis is a powerful tool for finding significant relationships between business environment and risk losses
Authors of their own destruction
Stephen Hart replaces Rob Pitfield as Scotiabank CRO, and other Changing Hats stories from the past month
Extending the UK's powerful Bribery Act to cover fraud is superficially tempting, but will face difficulties
Settling complaints of mis-selling complex interest rate products could cost UK banks billions
The loss of service at one of the biggest US exchanges emphasises the risk of a failure at key service providers
Major US banks are failing on key risk management tasks, regulator says
Tobias Guldimann moves to newly-created risk position, and other Changing Hats stories from the last month
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.