Substantiated data should push policy-makers to act, says project head
Banks round on one-size-fits-all rules for market, credit and op risk
Comparing modelled and standardised capital may raise more questions than it answers
Bank’s commercial interests over rate enshrined in Libor guide
Mitic from Santander UK lauds method for allocating capital between business units
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Chair of Europe's new bank resolution board says derivatives are not "sacrosanct"
Didn’t take BBA inquiries into low-balling too seriously
Exclusive coverage of congress for energy traders and risk managers
Bank information systems are hobbled by an old trade-off
This issue includes measures of bond systematic risk, a behavioural credit-scoring model, and Monte Carlo results for the performance of MM, ML and OLS estimators.
Accused Libor rigger faced hurdles influencing Citi submitters
Rating agencies "might be wrong" to see swaps as safer, says eurozone resolution chief
Sponsored feature: Commerzbank
The four papers in this issue are devoted to analyzing the design and performance of portfolio optimization methodologies, the construction of trend-following strategies, and multi-asset indexing solutions.
Recent falls on China's stock markets highlight the need for hedging tools – but these remain limited
OpRisk Top 100 list sees losses reduce by 27%
Bank relied on BBA and on-the-job training, fraud trial told
Banks pull back from warehousing risk ahead of Volcker rule completion
Treasury chief helped manipulate benchmark, court hears
Case for ORM goes beyond capital and compliance benefits
Total fines of over £400 million by end-April demonstrate continued regulatory action
Panellists at Toronto Financial Information Summit suggest ways of educating staff