Royal Bank of Scotland (RBS)
Cost of insuring against a German government default remains stable after yesterday’s lacklustre debt auction, but risk perceptions on German banks surge
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The vast majority of respondents to a Risk.net poll do not believe G-20 members will meet the end-2012 deadline for all standardised OTC derivatives to be cleared through CCPs
A recipe for disaster?
Change of scene
A step ahead
Securing future value
Danish regulations that divide investments into three categories of risk are too broad and will stunt structured products activity, say market participants
Spreads flat or slightly tighter despite political squabbling over size of EFSF
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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.