FCA focuses on punishing non-compliance
Financial sector struggling with macro and operational risks
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This paper discuss efficient pricing methods via a partial differential equation (PDE) approach for long-dated foreign exchange (FX) interest rate hybrids under a three-factor multicurrency pricing ...
A round-up of views on the custodian's £126 million fine
Pricing difficulties since SNB currency floor removal cause friction
Banks need to embrace radical change to satisfy Basel principles
New watchdog a great idea in theory, banks say - but early months have been difficult
This paper deals with error estimators and mesh adaptation for a space-time finite element discretization of the basic Black-Scholes equation. An interesting modern numerical mathematical technique ...
Derivatives market pioneers co-opt bitcoin tech in bid to transform mainstream markets
Market participants "must ensure they are capable of bearing losses", says SNB vice-chair
New head of Canada's risk institute says risk management benefits from multiple actors
Regulation and tough markets put risk centre-stage, says CRO
Sponsored interview: Software Daten Service (SDS)
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.