Operational risk loss data – September 2015
Regulators plan to propose single simple method
Need for strong boards, risk culture and internal audit emphasised at IIA conference
More Operational risk articles
KRIs for rogue trading are vital defence against multi-billion-dollar losses from unauthorised trading
Figures from the US Financial Crime Enforcement show a near-record level of suspicious transactions, especially around money laundering
Common cultural practices may span the divides between financial institutions – promoting common operational risks
Head of op risk supervisory team views tools as 'catalysts for change'
Current offence under Financial Services Act 2012 is "unprosecutable"
Personal accountability rules won’t change behaviour at lower rungs until enforced
Operational risk loss data – August 2015
Growing LEI issuance has improved reporting, but what comes next?
New global code to be finalised by May 2017
Managers should be more confident challenging new processes
Disaster recovery and oversight key for utility's CRO
Hill Dickinson lawyer outlines his view
Custodians should retrain HR in foreign bribery rules as SEC threatens further action
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.