Central banks could consider direct interventions in critical markets
Operational risk managers highlight repeat failures at firms
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Poor IT risk management threatened UK financial system
HR needs to have closer ties to op risk – both would benefit
Further penalty imposed for watered-down report
Regulators could cap the maturity banks assume for large chunks of their deposit base
Banks and non-banks are included in the scheme
Data suggests regulators are 'schools' for private sector
Welcome to The Journal of Network Theory in Finance's Online First Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online First publication,...
Effective continuity plans should include social media
Sponsored webinar: IBM Risk Analytics
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.