US regulator will lean on international principles – but to what extent?
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Duncan Wood articles
New analysis shows CDOs can withstand high levels of correlation – what they can’t cope with, though, is a sudden change in risk appetite
"It's quite clear there is a US camp and a European camp," capital head tells conference
Staggered roll-out was key to success of clearing rules in US, says securities co-head
Future crisis could see non-cleared swap margin double, says Goldman exec
Capital charges will be ‘very difficult to explain’, conference hears
Rise of standardised approach would be 'a loss for the banking industry'
This year's rankings - and accompanying survey - are now open
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
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.