Global Risk Institute outlines steps towards effective risk framework
Neeta Aktar highlights clear communication and focus on customer service over sales
Senior auditor calls for mix of metrics and judgement
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.
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Pay packets up in 2014 as average hedge fund returns 3%
HR needs to have closer ties to op risk – both would benefit
FCA publishes details of compensation paid by nine UK banks
PRA and FCA unveil new rules on bank bonuses and approval process
Redress payments still rising for UK banks over unsuitable rate products
FOS award prevents civil suits, judge rules
In the February 2014 editorial video, OpRisk's latest industry survey finds room for improvement in risk management
Deutsche Bank and CQS using risk indicators to adjust pay
10% of consumers will take rejected complaints to the FOS
Heads of operational risk say banks aligning remuneration to risk objectives
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.