Local holding companies are a “step in the wrong direction”, says European resolution chief
Bank fell short this year on qualitative op risk governance issues
Regulation and oil prices are two biggest trends, says commodities head
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Federal Reserve articles
An even harder question to answer is when, once started, will the Fed stop?
Banks and regulators urged to up their game in stress tests and scenario analysis
Savings and loan holding companies get used to closer scrutiny
Better conduct could come from proven knowledge of markets and ethics
US politicians argue "unwarranted" capital burden will hike end-user costs
Adapting to new rules and capital requirements is achievable, says Agran
James Coulson joins Swiss bank after 18 years at SocGen
A review of Risk.net's coverage of stress tests and oversight
Bank will remain a market leader despite Mercuria sale, say new co-heads
Response to criticism of deference to big banks
Bank says economics, not regulation, drove physical commodities sale
2015 stress test plans released with milder 'adverse' scenario
Tarullo and Wetjen say regulators should set standards for CCPs
Moving reference rate from Fed funds to GC repo rate to pose few problems
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.