Office of Thrift Supervision (OTS)
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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The Federal Deposit Insurance Corp says its plan to link banks’ compensation arrangements with premiums is “complementary” to supervisory guidance issued jointly by regulators
Final pay guidance from US regulators shows no trace of Federal Deposit Insurance Corporation’s (FDIC) proposal for higher premiums for banks with risky compensation structures
US banking regulators have issued new liquidity risk policy co-ordinated with Basel Committee guidance.
The White House sent legislative language outlining its contentious 'Volcker rule' to Congress on Wednesday, which is designed to prevent bank holding companies from engaging in proprietary trading. However,...
The UK Financial Services Authority (FSA) is a good example of how not to consolidate several financial supervisors into a single prudential banking regulator, the US Senate has heard. In a hearing before...
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Six US regulatory agencies have called for more loss-mitigation strategies to prevent homeowner defaults on mortgages. In a joint statement released yesterday they said that all regulated financial ...
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.