ABSTRACT Central counterparties (CCPs) performed extremely well during the recent financial crisis. Clearing through CCPs has since been promoted by legislators around theworld as a way to mitigate risk...
Pay packets up in 2014 as average hedge fund returns 3%
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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The structure of incentive schemes may limit the ability or willingness of institutional asset managers to act as a natural counterbalance to mispricing, according to the Committee on the Global Fin...
BRUSSELS - The European Commission highlighted in November major drawbacks to the use of operational risk insurance to reduce op risk capital charges, despite its readiness to explore a wider use of...
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.