Royal Bank of Scotland (RBS)
Martin van Pieterson named global head of non-linear trading and investor products as Royal Bank of Scotland merges teams
Near-record high in complaints in 2011, FSA data shows
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Royal Bank of Scotland (RBS) articles
Latest in series of fixed income moves at Nomura as Cottle joins to head up European fixed income; new Barclays chief executive is retail banker; UBS creates CRO job for Asia-Pacific investment bank...
TriOptima’s new risk mitigation system, triBalance, is a big hit among dealers – but it faces a regulatory death sentence
Departure of Janice Yu from the French bank is latest example of consolidation in the Asian derivatives sector
Eurostoxx 50 Supertracker offers UK structured product investors geared exposure to European equities
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
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.