BBA conference describes problems in improving culture
Emerging cadre of macro investors are risk managers
We recognise the best performance in a year when data was king
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Extrapolation methodology must be robust and allow insurers to manage solvency positions, says Insurance Sweden
While the Vietnam regulator is consulting on setting up an asset management company to take on NPLs to help clean up domestic banks' balance sheets, slow progress is being made towards Basel II
Long-term guarantees impact assessment begins, but 'disappointment' over narrow eligible assets for matching adjustment
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.