Four new deputy comptrollers, within supervision, credit risk, and strategy
Risk managers are facing greater complexity because of regulation and other issues, Ferma is told
On top of the ops
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Marsh articles
Industry experts warn uniform modelling under Solvency II could lead to risk contagion
Angelos Deftereos, Oric
A panel convened by Operational Risk & Regulation talks candidly about how the concept of governance, risk & compliance has been slow to gain traction in the industry. But, despite the challenges of...
New report suggests recovery might lead to difficult times for risk managers
Marsh, the insurance broker and risk adviser, has appointed Julian Macey-Dare as head of its political risk and structured credit practice, a newly created position. He will be based in London and report...
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.