Standard-setter will publish modelling overhaul plan before November G-20 summit
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Financial institutions must ensure clients' interests aren't compromised
Sliding profits are prompting banks to take a new look at an old idea – an industry run back-office utility
BoE says 'some logic' in members sharing CCP investment returns and risk
Head of op risk discusses concerns about the Orsa and third parties
New analysis shows CDOs can withstand high levels of correlation – what they can’t cope with, though, is a sudden change in risk appetite
Concentrating on data breach prevention may be a mistake, panel warns
Some banks worry they may not have enough data to implement expected shortfall safely
“No evidence mutual funds contribute to systemic risk,” says Vanguard’s head of risk
Fines, compensation and remediation will leave negligent banks in the red
How to do business in red flag states
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.