Companies must prepare for inevitable intrusion, says RBS infosec head
DTCC highlights cyber danger with white papers and joint venture
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.
More Risk management articles
Paper proposes refinements to 'cover two' standard
Giant daily dealing bond funds and ETFs could cause the next crisis, GLG’s top fixed income manager says
Automated risk systems vital, says Tower Research Capital CRO
Analysts extrapolate from £1.8bn FCA fine
Chief risk officers from boutique and institutional investment firms talk about their risk management and reporting platforms
Acquirers are being punished for actions they had no control over
Expected shortfall is hard to back-test, critics say – but the search for a solution is underway
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
Decision-making failures are being tackled in three very different ways
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.