Global systemically important banks (g-sibs)
Room for improvement
Sponsored statement: Moody's Analytics
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Global systemically important banks (g-sibs) articles
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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.