Non-US banks will have an advantage over US counterparts when it comes to prop trading, according to one legal expert
Statement is beginning of "a series of recommendations" from BlackRock on ETF market, says iShares head of sales
Industry experts warn uniform modelling under Solvency II could lead to risk contagion
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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After the financial crisis of 2008–9, authorities needed to 'rehabilitate' corporate debtors to improve their creditworthiness. Why have they failed?
Hank Prybylski of Ernst & Young LLP discusses how firms are effectively dealing with risk management during a time of intense focus on financial regulatory reform.
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.