FSB remuneration guidelines suggest all firms should have risk management executives on compensation committee
Schemes involved staff from 11 high-profile US banks
Comments period of proposed Fincen regulation finishes amid a torrent of criticism
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Ten US banks collectively require an additional $74.6 billion in additional capital to insulate against possible losses over the next two years, the results of US government stress tests show.
Credit spreads on American Express debt narrowed marginally yesterday while equity prices hit a new low as US markets were largely unmoved by news of the credit card company’s conversion into a ba...
BNP Paribas is today launching its first retail structured note for the Hong Kong market. The Paris-based bank will offer capital guarantees on the performance of the 'Elite Series 1' credit-linked ...
OneChicago, the US electronic futures exchange, is to add 21 more futures contracts on single stocks beginning from December 6. The new contracts are in addition to the 43 futures on single stocks a...
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.