Regulators want more consistency - and some are questioning AMA
Threats are "people we thought were our friends"
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 Operational risk articles
Big banks 'too big to bar', says commissioner Kara Stein
Data needs to be understood across the organisation
BYOD doesn't necessarily mean data compromise
We recognise the best performance in a year when data was king
Interdependence across internet is laying foundations of a disaster
Recently formed FCA ramps up level of fines compared with predecessor, FSA
Low-level bribery happens, but avoiding the risk is practical, lawyers say
Low profits and risk concerns predominant in report by UK-based bank
Operational risk loss data – March 2014
Fed proposal is driving banks out of physical markets
Op risk disconnect from business, conference hears
Internal fraud and data theft threats growing, conference hears
Banks must involve op risk in strategy decisions, says RBS' Spielmann
We present a stochastic model that incorporates operational hazards within ordinary trading systems. We develop a simple compartmental theory that utilizes a predetermined lower threshold in the total...
Brokers perform a key role in many financial markets. They introduce buyers to sellers, perform a useful role in price-discovery and provide a source of market information and commentary to market participants...
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.