Journal of Financial Market Infrastructures Editorial Board
Ron Berndsen - De Nederlandsche Bank
Sujit ‘Bob' Chakravorti - The Clearing House
Massimo Cirasino - World Bank
Rodney Garratt - University of California
Terry Goh - Monetary Authority of Singapore
Gerard Hartsink - CLS Bank International
Richard Heckinger - Federal Reserve Bank of Chicago
Ronald Heijmans - DNB
Lex Hoogduin - University of Amsterdam
Charles M. Kahn - University of Illinois
Thorsten V. Koeppl - Queen's University
Edwin Schooling Latter - Financial Conduct Authority (UK)
Esmond Lee - Hong Kong Monetary Authority
Gottfried Leibbrandt - SWIFT
Carlos León - Central Bank of Colombia
Klaus Löber - Bank for International Settlements
Mark Manning - Reserve Bank of Australia
Alistair Milne - Loughborough University
Daniela Russo - European Central Bank
Jeff Stehm - Promontory Financial Group
Lawrence Sweet - Federal Reserve Bank of New York
John Trundle - Euroclear Uk & Ireland
Leo Van Hove - Free University of Brussels
Wolf Wagner - Tilburg University
Stuart E. Weiner - Dartmouth College and Santa Fe Group
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This report covers the specific technologies required for firms to improve their ORM processes.
This white paper looks at the Basel Committee's BCBS239 principles, also known as PERDARR (Principles for Effective Risk Data Aggregation and Risk Reporting), which comes into force from 1 January 2016.
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Has the industry got FVA wrong?
Three quants claim the standard approach to FVA is flawed and the resulting numbers are often much too high (see www.risk.net/2402050 and www.risk.net/2392762). Their views have some support, but what do you think?
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