A model approach – Examining operational risk capital modelling
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Solvency II introduces a new EU-wide regulatory approach to determine capital adequacy for meeting an insurer’s true risks. Due to come into force in 2012, Solvency II promises a more sophisticate...
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Three industry experts spoke at an exclusive Operational Risk & Regulation webinar on operational risk and Solvency II and the challenges facing insurance firms today
View Webinar -- Best Practices for Meeting the Solvency II Operational Risk Challenge Solvency II introduces a new EU-wide regulatory approach to determine capital adequacy for meeting an insurer's true...
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.