As US regulators prepare to introduce new stress-testing requirements for medium-sized banks, the Fed warns that the largest are still struggling to meet existing standards – and the intent of fut...
Settling complaints of mis-selling complex interest rate products could cost UK banks billions
More Alexander Campbell articles
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
Operational risk loss data – July 2013
Establishing a coherent system of legal entity identifiers has been an important challenge for the swaps industry over the past two years. Now, in the face of regulatory pressure, anti-money launder...
Annual report shows case costs rising and convictions falling in Green's first year
Less than 50% are confident they could survive a large-scale attack
Fines are driving up op risk losses, and the pace of prosecutions is not slackening
Suspicious activity data
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.