Operational risks from microlending increasing in developed and developing world
How much margin is missing in sovereign swaps? The stress test had the answer
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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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
Dealers query risk management, valuation and default management
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.