Market participants ‘will have to pay more’ to get in and out of positions
New guidance for countries to address money laundering and terrorism funding
Appointment signals new direction for unit, says minister
More Risk management articles
To meet new Basel III capital requirements, banks have to proxy unobserved credit default swap (CDS) time series for their over-the-counter derivative counterparties to determine the credit valuation adjustment...
Accurate rating systems are of central importance for banks to price and manage their loan portfolios. A bank's choice to invest in a more accurate rating technology is based on a trade-off: the better...
This paper examines the pricing performance of option pricing models by using intraday data on KOSPI 200 index options. We consider the Black-Scholes model, the ad hoc Black-Scholes model (ie, traders'...
Rigorous training the only cure for complacency, says Marc Schaedeli at Risk USA
Companies must prepare for inevitable intrusion, says RBS infosec head
DTCC highlights cyber danger with white papers and joint venture
Paper proposes refinements to 'cover two' standard
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.