Brokers perform a key role in many financial markets. They introduce buyers to sellers, perform a useful role in price-discovery and provide a source of market information and commentary to market participants...
To manage operational risk, banks increasingly use data from consortiums formed by peer institutions. Although existing data consortiums seem to work appropriately, it is worth examining why banks report...
Delegates warned to monitor external as well as internal risks
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Operational risks, funding valuation adjustment and the money made by one dealer in the early days of OIS discounting – the top stories of the year on Risk.net
Nonstationarity in operational risk loss data time series is a known effect, but has so far rarely been analyzed in detail. Taking transaction banking as a segregated object of study, a simple model presented...
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.