Royal Bank of Scotland (RBS)
Data needs to be understood across the organisation
Banks must involve op risk in strategy decisions, says RBS' Spielmann
Steven Yu and Alex Tam join Australian bank
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Royal Bank of Scotland (RBS) articles
RBS expected to refocus on core businesses and home markets - investment bank could shrink further; new faces at the SEC; Mahmud takes top forex post at Citi; client execution hires at UBS; Aviva In...
BNP Paribas awaits competition clearance
Promontory Financial and Mazars will examine evidence
A 30-fold increase in its computing grid, enabling coverage of 90% of the bank's derivatives business - a two-year overhaul of the counterparty risk framework at Royal Bank of Scotland wins this yea...
The French bank will house up to 600 RBS staff after winning auction; SG CIB provides new CEO for Newedge; US futures business at Deutsche gets new boss; JP Morgan promotes divisional CFOs; SGX spli...
The news of a regulator-ordered review of RBS's lending shows that the FCA plans to tighten up oversight of treatment of small businesses as well as retail customers
BNP Paribas wins bid to acquire the multi-billion-pound structured products portfolio put up for sale by Royal Bank of Scotland
Negative events may not damage financial institutions' reputations, conference hears
Ex-trader Tom Hayes allegedly conspired with 22 others
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.