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Highlights from London event
OpRisk Europe hears warnings on Senior Managers Regime
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Quantifying risks useful, but only when informing decision making
Thomas Friang sets out vulnerabilities of financial institutions at OpRisk Europe
ABSTRACT We present an investigation of hourly price determinants in the German intraday market for electricity and hypothesize that supply-side shocks may have different price effects due to nonfundamental...
Comments by speakers as they happen
Ex-BBA head of Libor admits industry body shouldn't have been in charge
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.