Judge backs regulator on key legal questions in allowing suit to proceed
Ex-UBS and Citi trader boasted he had set Libor “artificially high”
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Institutions not fined by regulators still likely to face punishment
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Authority names supervisors that have failed to comply with guidelines
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Implementation points to LEI benefits and best practices
Regulators must take energy market manipulation seriously, argues Kaminski
This paper develops a method for estimating the full systematic risk of bonds and thereby enables a fuller understanding of the risk and return on fixed-income instruments.
Icma ERC continues to push for plans to improve Bridge settlement times
The authors of this paper study the approximation of extreme quantiles of random sums of heavy-tailed random variables. More specifically, sub-exponential random variables.
Dugan warns of pressure to innovate
Efficiency gains have kept capital supply up, but challenges remain
Operational risk loss data – April 2015
Sponsored webinar: Metricstream
The authors of this paper address the shortcomings of a major assumption in the Basel accords regarding interest-risk exposure and propose two models to incorporate optionality features that are oft...
Common psychological traps at the root of risk
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.