Misbehaviour at banks may not just be result of poor management
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Asean Economic Community faces challenges, says deputy governor Muhammad bin Ibrahim
More Risk management articles
PRA capital methodology will change rules for modelling
Interest rate derivatives under jump-extended short-rate models have commonly been valued using lattice methods. This paper proposes a much faster and more accurate valuation method based on partial...
This paper proposes a technique based on the saddlepoint approximation to quickly and accurately estimate common portfolio risk measures and their associated marginal component contributions.
Method could provide early-warning system
FCA focuses on punishing non-compliance
Financial sector struggling with macro and operational risks
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 ...
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.