The institutionalisation of P2P lending is creating new risks, critics warn
Complex investigations and delays in trials over index rigging
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 Features/Risk Management articles
Indexes may be less effective hedges in absence of arbitrageurs
Third-party suppliers can expose banks to unsuspected new political threats
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
EU push for FTT promises more work for bank op risk and compliance teams
Measuring conduct risk and culture is now a priority for banks
Sliding profits are prompting banks to take a new look at an old idea – an industry run back-office utility
Some banks worry they may not have enough data to implement expected shortfall safely
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.