Global systemically important banks (G-Sibs)
Bank says client clearing returns are "incompatible" with current capital rules
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Room for improvement
Sponsored statement: Moody's Analytics
Crunch time for data
Asia still behind on global rules forcing subsidiarisation of foreign banks in the region
The FSA’s Gerald Sampson says large, complex banks may struggle to meet a 2016 deadline for risk data aggregation and reporting standards
Hitting the buffers
Too-big-to-fail: the next Chapter
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.