UBS op risk framework head describes struggle with defining op risk appetite
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Conference hears of need for conduct risk definition by UK regulator
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Overturning judge's rejection of Citi settlement won't have much impact
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
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.