Technique helps banks pass 'use test'
Banks hoping for guidance on non-IGA nations
Vary expected loss as economy changes, Felix says
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
Zero tolerance sounds good but useless for managers, conference hears
Tight timetable gives Europeans little time to comply
Paul Leder rejoins after 14-year stint in private practice
Delayed impact of 2008 crash means higher capital demands
Operational risk loss data – February 2014
Fed's role jeopardised by political pressure and lobbying
Competition with bond markets raises danger of crash
Data-sharing consortiums depend on trust, but individual firms face a prisoner's dilemma whereby providing false information can sometimes be beneficial
Three more bankers charged by SFO with conspiracy to defraud
UK card crime spikes amid overall decline in fraud
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.