Executives will be liable for banks’ misconduct under Senior Managers Regime
Hedging threatened by treatment of liquidity and diversification, critics claim
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.
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Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
Firms struggle to work out reporting mechanics before October deadline
End-user relief has good shot at surviving Obama veto, observers say
Regulators argue a backstop is needed to avoid too-low modelled numbers
Contingency plans to relocate US staff remain on ice
Commissioner urges rethink of Dodd-Frank Act position limits rule
Discussion crystallises over regulatory streamlining
What impact does the 'revolving door' have on regulatory independence?
Operational risks from microlending increasing in developed and developing world
Two of the 30 firms contacted by Risk say they will fall into Emir’s crucial category two
Complexity makes precise effect of EU legislation difficult to predict
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.