How a few tail losses can skew capital calculations
Operational risk loss data – May 2014
Invisible framework enables risk management in a more efficient manner
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
OpRisk Europe conference warns of dangers of post-privacy generation
Disconnect between business and control can be a problem in banks
Concentrating on data breach prevention may be a mistake, panel warns
Complaints-upheld data could mean trouble for major banks
Bart Chilton leaves CFTC for DLA Piper
How to do business in red flag states
Insurance against cyber risk is a growing market, but doubts remain over its effectiveness
New structure sets the stage for shift in emphasis
Operational risk loss data – April 2014
Caps and limits likely for private exchanges
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.