Complexity of Libor scandal continues to drag out proceedings
Troubled debt teams can provide valuable op risk insight
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Risk management articles
Debt has jumped fifty-fold at Eskom as it races to build new power stations
We consider the class of risk measures associated with optimized certainty equivalents.
Capital allocation principles are used in various contexts in which the risk capital or the cost of an aggregate position has to be allocated between its constituent parts.
The presence of options in a portfolio fundamentally alters the portfolio's risk and return profiles when compared with an all-equity portfolio. In this paper, we advocate modeling a risk-based crit...
This paper proposes a formula for a market stress test of a portfolio.
Indexes may be less effective hedges in absence of arbitrageurs
Third-party suppliers can expose banks to unsuspected new political threats
High-quality ABS will need some form of public backing to reach potential
Relational databases are hard to protect; modular storage allows encryption
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.