IAIS assessment methodology under fire again for lack of clarity
Insurer faces uphill battle to reverse FSOC decision
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Systemic risk articles
Volume 2, Issue 4 (2014)
Volume 2, Issue 4, 2014
NAIC chief -- council should heed message to 'back off'
Competition with bond markets raises danger of crash
Today, regulation is a fact of life for OTC commodity derivatives traders. But in April 1994, it was somewhat novel, as Energy Risk reported at the time
Trafigura, Vitol and other trading houses unlikely to be captured by proposed criteria for global systemically important financial institutions
A report from the International Organization of Securities Commissions on the systemic risk posed by hedge funds lacks substance, industry participants claim
Recent calls for kill switches may be misguided
Regulators' efforts to prevent another crisis are having the opposite effect
Capital cost of restructuring may outweigh regulatory benefits under G-Sii proposals
For several years leading up to the outbreak of the financial crisis, growth in the use of arbitrage collateralized debt obligations (CDOs) was explosive. In this paper, we discuss potential sources of...
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.