The regulatory agenda for the forthcoming 12–18 months will present a diverse set of challenges for risk managers across all segments of the market. The rigours of continued stress testing by national regulators, imposition of tighter capital adequacy rules and looming collateralisation requirements for uncleared derivatives will mean a renewed focus for firms of all sizes on reporting data quality and risk alignment, as this global survey sponsored by SunGard reveals.
Source: Risk magazine | 04 Jun 2014
Categories: Risk Management
Topics: Risk analysis, Compliance, SunGard, Credit valuation adjustment (CVA), Initial margin, Funding valuation adjustment (FVA), Value-at-risk (VAR), Potential future exposure models (PFE), Liquidity risk, Risk alignment, Economic capital, Regulatory capital, Risk reporting