ABSTRACT Nonbanks such as central counterparties (CCPs) are a useful lens through which to see how regulators view the role of the lender of last resort (LOLR). This paper explores the avenues that are...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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ABSTRACT In this paper, we derive an integral representation for the density of distributions from the Bondesson class, a large subclass of positive, infinitely divisible distributions. One striking...
ORIC says it received a record number of loss event reports in H1 2014
Financial firms struggle with Fatca even as far wider CRS is imminent
Interventionism is the name of the game in post-crisis financial regulation
Operational risk loss data – February 2015
Diverse products and risk profiles make standardised stress testing difficult
Insurer’s head of op risk and Oric chairman promotes holistic approach
Proposals for revised standardised approach receive mixed response
The rapid slide of the Australian dollar has refocused attention on currency risk by local firms
Financial policing takes on a touch of Silicon Valley glamour
NYU quants use Bayesian techniques to sequence trades, considering trading costs and multiple assets
Lloyds, Barclays, RBS and HSBC still topping up provisions
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Proposed revised standardised approach would hit big banks hardest
Sponsored survey analysis: Wolters Kluwer
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.