Most asset managers lack strong safeguards
ABSTRACT This paper uses network formation techniques based on a theoretical framework developed by Hałaj and Kok to construct networks of lending relationships between a large sample of banks and nonbanks...
Trading portfolios are easily mishandled, as are Europe's economies
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Twelve-strong advisory committee drawn from industry, academia and public interest groups
Miners facing falling commodity prices and a depreciating Australian dollar
HSBC affair highlights a problem with modelling op risk capital
Broker-dealers better prepared than investment advisers
ABSTRACT This paper analyzes the impact of asset price bubbles on a firm's standard risk measures, including value-at-risk (VaR) and conditional value-at-risk (CVaR). Comparing a bubble economy and a...
Some banks shy away from the op risk method under review
Accounting change cuts futures clearing leverage exposure
Modelling operational risk capital provides insight into banks’ weak spots
Currency risk management is now a major focus for Aussie firms
Questions over policy design and coverage blight nascent industry
Appeals court reins in SEC over insider trading
Group litigation will force boards to focus on cyber risk
Firms worry about integrating data for EU and US trade reporting rules
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.