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
Changing hats – March 2014
In praise of cyber risk
A collapse of faith in the internet is unlikely – but a slow-burning loss of confidence is far more probable, and will mean steadily rising costs of doing business
Operational risk loss data – January 2013
Lloyds Banking Group allocates another £1.8 billion to PPI compensation, as banks face new £1.3 billion bill for identity theft protection mis-selling
An LSE audience hears predictions of a new credit crunch in 2025
The experience of the 2008 crisis shows that leverage ratios are better warning signs than more complex measures such as capital ratios
In the February 2014 editorial video, OpRisk's latest industry survey finds room for improvement in risk management
Operational risk loss data – December 2013
PPI complaints continue to fall as banks hasten payouts
Promontory Financial and Mazars will examine evidence
Loss of trust in internet could equal 2008 credit crunch, report warns
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.