Royal Bank of Scotland (RBS)
Best bank – credit risk: Royal Bank of Scotland
Best bank – longevity risk transfer: Royal Bank of Scotland
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.
More Royal Bank of Scotland (RBS) articles
Crunch time for corporates
A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
Departures from Bank of America Merrill Lynch, RBS and UBS come as retail structured products sales have failed to regain momentum following a collapse in volumes since the global financial crisis
The latest exchange-traded notes from Barclays, Credit Suisse and RBS offer alternative strategies aimed at making the most of market volatility or hedging against tougher conditions
Market volatility and increased competition in Nordic markets drive trading spike in securitised derivatives and number of structured products
French banks see further spread widening, before disclosure by Société Générale on its eurozone sovereign exposure prompts a turnaround for that bank
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
Algos go OTC
Dutch pension reforms could cause unwinding of swap hedges
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
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.