Market’s big beasts played a part in wild and weird October 15 volatility
Operational risks from microlending increasing in developed and developing world
How much margin is missing in sovereign swaps? The stress test had the answer
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.
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DTCC highlights cyber danger with white papers and joint venture
Expected shortfall is hard to back-test, critics say – but the search for a solution is underway
Criminals targeting one big hit rather than multiple smaller thefts
Working group still grappling with capital, timing, bankruptcy issues
Post-crisis push for better female board representation paying off
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.