Journal of Financial Market Infrastructures Editorial Board
Ron Berndsen - De Nederlandsche Bank
Sujit ‘Bob' Chakravorti - The Clearing House
Rodney Garratt - University of California
Terry Goh - Monetary Authority of Singapore
Gerard Hartsink - CLS Bank International
Richard Heckinger - Federal Reserve Bank of Chicago
Lex Hoogduin - University of Amsterdam
Charles M. Kahn - University of Illinois
Thorsten V. Koeppl - Queen's University
Esmond Lee - Hong Kong Monetary Authority
Gottfried Leibbrandt - SWIFT
Klaus Löber - Bank for International Settlements
Alistair Milne - Loughborough University
Daniela Russo - European Central Bank
Edwin Schooling Latter - Bank of England
Jeff Stehm - Promontory Financial Group
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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Every week our editorial team deliver a range of email bulletins to ensure our readers know what is happening in their markets around the world.
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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Should MetLife be a Sifi?
US insurer MetLife is fighting its designation as a systemically important financial institution - a label handed out by the FSOC in December. State supervisors are also questioning the decision: www.risk.net/2391615. Should MetLife be supervised as a Sifi?
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