Recent crises have drummed home that banks need to calculate risk exposures in as close to real time as possible. To do that, risk managers need to process huge amounts of data, but current systems ...
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 Clive Davidson articles
The past few years have shown the importance of robust risk management, but also highlighted shortcomings in the risk approaches of many buy-side firms.
Born of interest rate volatility, dynamic policyholder behaviour is a variable no insurer can afford to ignore – yet modelling it is problematic. How are companies adapting to the new market condi...
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.