Glenn Christensen of Synovus Financial Corp. introduces an enterprise risk management strategy known as the Bifurcated ERM Methodology
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Basel II articles
Comparing the views of two US banking supervisors shows just how close the US is to reaching an impasse over Basel II.
US agencies issue more guidance on Basel II
Integrating coherences between defaults and loss given default (LGD) is postulated by Basel II. If there is a positive correlation between the two, separate models for each lead to biased estimates ...
Basel II was key driver behind over €100 billion of collateralised debt issuance in EMEA.
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.