New legislation means more study and rule-makings needed, creating operational risks for banks
More details emerge on how the new regulatory regime in the UK will be structured
The planned Consumer Financial Protection Bureau could drive US focus on treating customers fairly for retail banking and credit products
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 David Benyon articles
FRANKFURT – As Jérôme Kerviel’s trial gathers pace in Paris, the alleged Société Générale (SG) rogue trader has already been cast in a number of roles by France’s media: bit-part player in...
The Federal Deposit Insurance Corp says its plan to link banks’ compensation arrangements with premiums is “complementary” to supervisory guidance issued jointly by regulators
LONDON – Fund managers in the US have begun to use outsourced shadow accounting to improve operational risk oversight and provide third-party objectivity for investor disclosure. Outsourced shadow accounting...
Final pay guidance from US regulators shows no trace of Federal Deposit Insurance Corporation’s (FDIC) proposal for higher premiums for banks with risky compensation structures
The European Council has mandated Cebs to issue the results of this year's stress-testing exercise of the EU cross-border banking sector
Manual processes in exercising or abandoning listed options positions are being handled by ops teams
SunGard says focusing on resilient technology has left some firms flatfooted for business continuity
Ratings agency breaks down boundaries of counterparty, credit and liquidity risk
SEC civil action could prompt deluge of shareholder actions
Officials at US regulator might have put Stanford case in the 'too-hard' box
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.