Heavy regulatory costs and fragile systems will be problems in 2015
Huge losses will affect risk modelling and capital calculation
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Libor articles
Complex investigations and delays in trials over index rigging
Moving reference rate from Fed funds to GC repo rate to pose few problems
Powell says Fed will "make sure" move happens in coordinated fashion
Central bank will coordinate switch to new risk-free benchmark
Paul Robson to face sentencing for Libor manipulation in 2017
Rigging liquidity scheme payments adds insult to injury
Banking group took state aid, then lied over terms of its repayment
Large US fixed-income funds moot rate-rigging legal action
Big banks 'too big to bar', says commissioner Kara Stein
Dodd-Frank Act to boost CFTC war on market abuse, says Meister
Brokers perform a key role in many financial markets. They introduce buyers to sellers, perform a useful role in price-discovery and provide a source of market information and commentary to market participants...
Total bill from penalties and lawsuits could reach “tens of billions,” some estimate
Three more bankers charged by SFO with conspiracy to defraud
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.