New regulatory fixes only a partial solution as industry anticipates jurisdiction shopping by secretive clients
A new video from Risk magazine. Winners of the 2011 Risk Awards were asked what they saw as the biggest challenge in the industry for 2011.
Models of US and UK equity markets show players expect fresh outbreak of crisis
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Ellen Davis articles
The annual Risk magazine awards--in pictures--were once again a fabulous night for those who attended to pick up their gongs
A new report from Fitch Ratings suggests Europe's public finances are on the mend, reducing pressure to borrow in 2011
Interdealer broker Icap will launch decimalised pricing on major currency pairs on EBS Spot on February 14, the broker told FX Week.
Much of the latest research and opinion on contemporary investment strategies is not currently accessible to a wider audience – particularly papers originating from the industry – simply because there...
The Risk.net staff are now off for the holidays and our offices are closed. Normal Risk.net news will return on Tuesday, January 4, 2010. Happy Holidays to everyone and a Joyful New Year!
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
The remuneration proposals for EU banks would make it difficult for banks to recruit and retain people in Asia, and create large personal tax liabilities
Cebs secretary-general Arnoud Vossen, in an interview with Operational Risk & Regulation, says work on improving supervisory colleges is speeding up
European Commission proposals of extensive new powers at odds with Basel vision of colleges, and Cebs' new assessment of success of information-sharing initiatives
Expert paper calls on HMT to ensure EU legislation on clearing and reporting doesn't damage London's dominance or inhibit market activity in particular asset classes.
Plans to overhaul the Basel trading book in 2011 have raised concerns about implementation targets
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.