Royal Bank of Scotland (RBS)
Three out of four major UK banks now link incentives to more than just sales, regulator says
£900 fee per PPI claim handled has seen banks rack up millions in charges
The manipulation of the London Interbank Offered Rate (LIBOR) was not a localized event. Unscrupulous traders and managers in some of the largest banks around the world deliberately and systematically...
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
Global head of market risk at RBS says he is "way outside" his risk appetite
CFTC and FCA impose fines of $65 million and £14 million
Stephen Hart replaces Rob Pitfield as Scotiabank CRO, and other Changing Hats stories from the past month
Sponsored feature: RBS
On the move
The waiting game
Structured Products Bank Platform Technology Guide 2013
RBS cuts businesses it saved from the axe last year; O'Connor takes up Isda chairman's role full time; Deutsche's Wayne takes on US forex role; new role for Lipton at Bank of America; Williams swaps...
Risk-weighted assets at Royal Bank of Scotland would have been £36 billion lower if exemption agreed earlier this year had been recognised
With RBS pulling out of the retail structured products market, some in the industry are speculating about whether other investment banks will follow
Industry experts call for greater attention from regulators on the behaviour of senior executives
Sip Nordic is shaking up the UK retail market by adding BNP Paribas to its shortlist of 'preferred providers'. The partnership has just launched its first three products
Despite the crisis giving operational risk the recognition it deserves, its value continues to be called into question. Craig Spielmann, head of operational risk at RBS Americas, talks about learnin...
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.