Spreading the net wide enough to catch as many data sources as possible is key to tackling emerging risks
Conference hears of conflicting guidance
More Risk management articles
A scaling methodology to include external data in operational risk calculation is introduced
Court hears of payments promised in exchanged for skewed submissions
Judge backs regulator on key legal questions in allowing suit to proceed
Ex-UBS and Citi trader boasted he had set Libor “artificially high”
Institutions not fined by regulators still likely to face punishment
Jury given an overview to the detailed, complex case
Paul Hopkin moves to Institute of Risk Management
Authority names supervisors that have failed to comply with guidelines
High-paid employees banned from reporting wrongdoing
Implementation points to LEI benefits and best practices
Regulators must take energy market manipulation seriously, argues Kaminski
This paper develops a method for estimating the full systematic risk of bonds and thereby enables a fuller understanding of the risk and return on fixed-income instruments.
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.