Schulz speaks about threats and opportunities facing European utilities
This paper investigates the risk engendered by maturity mismatches.
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Hedge funds target 10–12% returns on credit risk from unpaid invoices
First trial against individual for Libor rigging nears end
Unquestioning trust underlies most catastrophes
Managers thought "nothing wrong" with fixing rates for profit, jury hears
Risk Derivatives Clearing: in-the-money end-users may have losses on other positions
Hayes denies using code to conceal rate manipulation
Promises of trades 'were not reward for help rigging benchmark'
Operational risk loss data – June 2015
Saras gains from rebound in refining margins and flexible Sardinia refinery
Official post-mortem considers claims that options hedging amplified October 15 move
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.