Risk Awards 2015: French bank shared trade finance exposure with World Bank
More Risk management articles
Risk Awards 2015: How 'hybrid cloud' helped China's Bloomberg
Risk Awards 2015: Bank arranged record margin loan in 30 days
Risk disciplines at the UK's Royal Air Force face similar challenges to the financial sector
Sponsored forum: Risk data aggregation and risk reporting
Operational risk loss data – December 2014
IMF paper says FSB's shadow banking definition is too narrow
Studies find wide spread of management methods
Organisations that remain active in markets such as agricultural trading have been forced to rethink risk management and trading, reformulating strategies to tackle this brand new financial world
Sponsored feature: CME Group
Oxford professor David Vines argues that the carrot is as important as the stick
Operational risk events driving business line transformation
Electricity markets offer a rich and evolving context in which to research the coevolution of market mechanisms and energy policy. When prices become inefficient, it is usually the case that regulatory...
In this paper, we clarify the relationships among popular methods for pricing European options based on the Fourier expansion of the payoff function (iFT method) and the simlified trapezoid rule.We suggest...
We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy 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.