Australian trade reporting rules to be in force by October
Authority promises guidelines on early implementation of risk governance and Orsa rules, but some doubt remains
New technical specifications on Solvency II’s capital requirements make some significant changes to the way insurers calculate their own funds, but they also leave some unanswered questions. Louie...
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 Norton rose articles
Energy indexes may not be included in EU market abuse rules, but remain likely to be hit by further scrutiny
Insurers 'keen to close down market' in controversial investments
Australia's latest consultation paper outlines only "incremental steps" to central clearing
Regulatory risk and political meddling also big concerns, says Norton Rose research
Liquidity swaps face uncertain future as FSA consults on risk management
Independent Commission on Banking recommends 10% core tier-one capital. Possible reduction with living will
Energising the future
A bespoke route
New kid on the bloc
Daily news headlines
HSBC has appointed Craig Squire as head of structuring for London conduit securitisation, which involves the repackaging and securitisation of a number of asset pools via a single company, rather th...
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.