New liquidity risk measures due to be adopted in forthcoming international bank capital rules will present risk management systems with significant challenges. Christopher John Brickhill discusses ...
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Risk management articles
Article 17 of AIFM seeks to impose strict liability on depository banks that could have far-reaching ramifications for the industry
In this month’s article, Ning Zhang proposes a semi-parametric approach to calculate the risk of FTRs/TCCs portfolios whose risk is hard to capture by using standard VaR methods. The major special...
In this month’s Pass the Microphone, Paul Cusenza of Nodal Exchange puts his questions to Simon Grensted, Managing Director, Business Development, at LCH.Clearnet
Stanford University’s credit risk expert, Darrell Duffie, talks with Katie Holliday about changes in the modelling of credit risk within energy markets since the financial crisis
Pre-Lehman, risk managers used to occupy a place some way down the pecking order within senior management of banks and investment firms. The financial crisis changed all that.
The past few years have shown the importance of robust risk management, but also highlighted shortcomings in the risk approaches of many buy-side firms.
With markets anticipating a Greek debt restructuring, bank traders and risk managers are preparing for a wider crisis that could drag in northern European countries, tip the euro into a tailspin or ...
The need to educate Asian institutions about transition management means the process of selecting a transition manager is slower in the region. “From an Asian perspective, it is a much longer process…...
Lib Dem leader Nick Clegg has committed his party to punitive unilateral bank bonus regulations in the UK election race.
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.