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Extending the UK's powerful Bribery Act to cover fraud is superficially tempting, but will face difficulties
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Alexander Campbell articles
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
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
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.