Bank veterans Bristow and Pluta promoted to global co-heads, reporting to Rohrbaugh
Chris Leone and Dushyant Chadha replace Paul Galietto
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Ben Bernanke articles
Central counterparties a ‘Maginot line’ that won’t prevent financial breakdown, argues Queen’s University at Kingston assistant professor
Expert predictions of delayed start date proven correct
US Government Accountability Office identifies three examples where senior bank executives might have benefited from their positions on regional Federal Reserve boards
During a question and answer session at Risk Japan 2011 in Tokyo today, Mizuho Securities chief risk officer, Kenji Fujii, tells delegates Fed chairman, Ben Bernanke, was right not to have announced...
After the financial crisis of 2008–9, authorities needed to 'rehabilitate' corporate debtors to improve their creditworthiness. Why have they failed?
Weaker clearing members could be overstretched by a crisis, dealers warn - but LCH.Clearnet and CME differ on the risk of wider access
In denial over monetary policy
Out of ammo
Supervisor looking at range of issues as part of broader look at big banks, including compensation, compliance, and capital
The Federal Reserve is preparing to start withdrawing liquidity from the US financial system ahead of the termination of the last financial market assistance programme operated by the central bank, Congress...
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.