Banks likely to be cautious even after trade restarts
Hedges required to lock in performance on constant currency terms impact product pricing
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This paper presents a simple approximation for the noarbitrage drifts that appear in Libor market model SABR-family term structure models.
Working group aims to finalise code and enforcement methods by May 2017
Judge finishes summing up Tom Hayes Libor trial
This paper deals with the performance of popular option strategies in the Nordic power derivatives market.
Judge's summing-up continues for jury
Employee perceptions are key to assessing risk culture at large banks
Increasing trade between Asian countries provides opportunity for ANZ
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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.