New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
Deference to senior management may allow poor conduct to continue
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Risk management articles
AMA risk management and op risk modelling cannot succeed by data alone
SEC whistleblower case will bring more than just monetary fine
Operational risk and the challenges of defining and dealing with conduct risk
Measuring conduct risk and culture is now a priority for banks
Operational risk loss data – May 2014
Invisible framework enables risk management in a more efficient manner
Private bank CIO puts risk at the heart of bank's investment process
Regulator warns reaching common standard will be difficult
OpRisk Europe conference warns of dangers of post-privacy generation
UBS op risk framework head describes struggle with defining op risk appetite
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.