Complexity of Libor scandal continues to drag out proceedings
Troubled debt teams can provide valuable op risk insight
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Third-party suppliers can expose banks to unsuspected new political threats
Relational databases are hard to protect; modular storage allows encryption
Paul Robson to face sentencing for Libor manipulation in 2017
Rigging liquidity scheme payments adds insult to injury
Op risk chief talks AML, risk profiling, third parties and more
Contracts may need overhauling to match tax-evasion law
First-wave filers unclear on regulators' resolution expectations
Banks must heed advisory message promoting compliance culture
Setting up conduct risk units in a hurry may hamper op risk management
Financial Conduct Authority fines look likely to top 2013's £335m total
Operational risk loss data – July 2014
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.