Trader responds to claims he induced brokers to skew their Libor recommendations
Trader argues trades were meant to appease, not reward, brokers
Manager’s signal to trader: 'Carry on doing it but don't send emails'
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Complex booking practices result in "worse oversight", say BoE officials
Court hears bank’s £160 million rate-rigging penalty notice
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
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Didn’t take BBA inquiries into low-balling too seriously
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.