New systems and processes necessary to prevent illicit money flows
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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The next time a big dealer defaults, it will hit a host of swap clearing houses simultaneously
Governor of Swedish central bank discusses the quest for Basel III consistency
Regulators plan to floor modelled capital at a percentage of standardised approaches
Insurers can now sharpen forecasts and improve policies against cyber crime
Regulator reacts to complaints but defends right to change its mind
Aggressive pursuit of wrongdoing harms market efficiency and competition
CIIA's Peters says auditors often lack right skills and support of bank boards
Uncertainty reigns over the legal and accounting status of currencies such as bitcoin and their regulation
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.