Federal Reserve Bank of New York
Four new deputy comptrollers, within supervision, credit risk, and strategy
Risk managers urged to focus on group dynamics
RBS risk veteran says banking activities pose greater threat
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 Federal Reserve Bank of New York articles
Response to criticism of deference to big banks
People are the biggest 'tail risk' in the financial system
Fed official also tackles repo, non-guaranteed affiliates and access to Sefs
Banks will "revisit their presence" due to liquidity and leverage charges
A staff report from the New York Federal Reserve argues the evidence points to hedge funds rather than dealers precipitating the post-Lehman liquidity crisis, with implications for rules on prop tra...
Speaking at the FX Invest West Coast conference, the New York Fed's Jeanmarie Davis addressed the challenges associated with clearing and settlement of forex options
Supervisors should ask dealers to prove they are favouring standardised products, says Fed official
Supervisors respond to buy-side fears of multiple regulatory masters
Greater use of capital and collateral to mitigate all risks relating to foreign exchange trading is crucial, warns head of financial market infrastructure at the New York Fed
Governance, replacement cost risk, liquidity risk, operational risk and legal risk are among the issues forex dealers must address, according to newly released Basel Committee guidance
Looking ahead to a period of unprecedented change in derivatives markets, Risk's 25th anniversary issue has selected the companies it believes will do most to shape the future
A new consultation paper on risk management practices in the FX market will be released in the third quarter – and may be published as early as this month
Principle character: William Dudley interview
The adjustment bureau
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.