Lloyds Banking Group
Banks will not appeal decision of judicial review regarding complaints against them and have set money aside for settlements
Firms waiting for clarity on regulatory requirements concerning risk data quality, but delay is a mistake, say panellists at a London seminar, hosted by think-tank JWG.
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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Lloyds Banking aggressively pushes into Norway with a range of energy financing deals for exploration and production (E&P), prepares to expands its Houston oil & gas team and looks at the European s...
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.