Banks struggling to cope with implementing the wave of new legislation might miss indications of another crisis
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Breaking up is so very hard to do
Rising commodity prices pose the biggest risk to recovery after the 2008 global financial crisis, according to a risk.net poll
ComPeer survey of wealth management firms finds middle-office heads highly valued, as industry faces 'onerous regulatory burden'
Firms waiting for clarity on regulatory requirements concerning risk data quality, but delay is a mistake, say panellists at a London seminar, hosted by think-tank JWG.
Reservations remain among firms involved in commodity trading about a new position limits regime that could be implemented under the Dodd-Frank Wall Street Reform Act, while support continues from a...
Energising the future
Eiopa: Internal models beneficial under Solvency II
The Foreign Account Tax Compliance Act expected to impact on the systems and operations both of US and foreign firms
Benelux participants worry that regulations could distort perception of structured products
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.