Risk review and challenge belongs on the front line, conference hears
Openness and customer experience central to avoiding conduct losses
More Risk management articles
Quantifying risks useful, but only when informing decision making
Thomas Friang sets out vulnerabilities of financial institutions at OpRisk Europe
This paper looks at hourly electricity prices, specifically in the German intraday market and is one of the first German studies to develop significant intraday estimates of the driving factors, as ...
Comments by speakers as they happen
Ex-BBA head of Libor admits industry body shouldn't have been in charge
New stress-testing method offers a break from decades-old traditio
Banks, clearing houses and regulators all divided on question of standardised tests
Industry body regularly heard "everybody else is doing it, but we are not"
Regulators will also ban last look without intent to trade
This paper examines the performance of MM, ML and OLS estimators through Monte Carlo experiments for various sample sizes and correlation values when the true data is from non-Gaussian processes.
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.