Capital requirements incentivise banks and insurers to enhance op risk management
Fed stress tests are a "perfect storm of pressure"
Firms doubtful about risk sensitivity of standardised replacement charge
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Standardised risk charge delivers few benefits, and plenty of trouble
Treating custody deposits as wholesale funding increases risk, critics say
US Treasury market has seen eight intraday moves exceeding five standard deviations since 2012
Disaster recovery and oversight key for utility's CRO
Interest rate's governance and wider industry culture also in the dock
Banks likely to be cautious even after trade restarts
Hedge funds target 10–12% returns on credit risk from unpaid invoices
Saras gains from rebound in refining margins and flexible Sardinia refinery
Risk managers should be aware of unconscious flaws in estimation
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.