Seven firms say deposit business is being complicated by LCR and leverage rules
Monetary policy and regulation have amplified illiquidity, says IMF official
"I couldn't have done it on my own" – court hears
No way to provision against US penalties, conference hears
Stress testing and modeling of rating migration under the Vasicek model framework: empirical approaches and technical implementation
This paper is concerned with stress testing the Vasicek model by extending the correlation structure for nondefault ratings. Two models are proposed.
This issue of The Journal of Computational Finance has numerical partial differential equation discretization techniques as its central theme.
Chair says review will look at regulatory tools for supervision and enforcement
Former trader tried to obscure wash trades
Agency to consider framework but suggests it will be limited
This paper studies the intraday liquidity needs of systemically important entities using simulations of the various Colombian financial market infrastructures (FMIs). The paper shows that if liquidity in another FMI (based on the proprietary positions...
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How the Tom Hayes trial unfolded day by day
Jury hears chronologies of wash trades between 2008 and 2009
Legal and compliance head says agency has been “very receptive” of industry concerns
The author of this paper performs an analysis on a review of the equity stress parameter for Dutch pension funds.
This paper suggests an approach for assessing IT risk through an incident-based method for monitoring operational IT risk across an extended enterprise based on the ISACA Risk IT framework.
Dealers, customers and platforms welcome FEMR recommendations
Bank's collapse hampered ¥400 billion wash trade
Bank fell short this year on qualitative op risk governance issues
Hit them "in the pocket" says Credit Suisse op risk chief
Exclusive coverage of London event
Supervisors would benefit by learning about latest industry techniques
CPMI-Iosco launch fact-finding mission on CCP risk management
OpRisk Europe speakers underline need for metrics for good conduct