Operational risk loss data – November 2014
Government review calls for bank capital levels in "top quartile"
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.
More Risk management articles
What impact does the 'revolving door' have on regulatory independence?
Operational risks from microlending increasing in developed and developing world
New rules introduce possible bans and fines from 2015
Many G-20 nations failing to prosecute foreign corruption
How much margin is missing in sovereign swaps? The stress test had the answer
Vendors are using new technology to squeeze more out of their systems
Report calls for greater agency collaboration in corruption efforts
Poor professional culture drives bankers to be more dishonest
Central banks could consider direct interventions in critical markets
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.