Figures from the US Financial Crime Enforcement show a near-record level of suspicious transactions, especially around money laundering
Modern CROs must think carefully about value, especially for capital-heavy products, says Tom Wilson
Common cultural practices may span the divides between financial institutions – promoting common operational risks
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Policy expert says most trading risks already captured under Pillar 2 framework
Head of op risk supervisory team views tools as 'catalysts for change'
This paper provides an Australian regulatory perspective on the over-the-counter landscape and shows how regulatory deference can play a facilitating role in the cross-border context.
This paper argues that the current international policy measures with respect to central counterparties (CCPs) only partly address the systemic risk posed by CCPs.
Current offence under Financial Services Act 2012 is "unprosecutable"
This paper identifies links between time series data of stock returns for the purpose of understanding the structure of the market and for identifying early-warning signals of forthcoming market str...
This paper evaluates the Korean repo market in the light of the global financial crisis.
Personal accountability rules won’t change behaviour at lower rungs until enforced
"Why wouldn't you put up... all of your capital?" asks Olsen
Asia banks slow to follow European and US peers in pulling deposit services, says BTMU's Tomballe
This paper uses network theory to develop models for credit decisions in group lending schemes.
Leo Van Hove investigates a less-cash society from the perspective of a central bank
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.