New research finds banks face steep extraterritorial compliance costs
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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Cifas study finds sharp rise in UK fraud by staff
RRPs are distracting risk professionals, one legal expert says
Peter Slater leaving CLS to take up op risk role at Standard Chartered
Volcker rule requirements for chief executive compliance responsibility called into question
Cybercrime climbs rankings of economic crimes in latest survey
More analysis needs to be conducted on operational risk losses, says academic, who presented his own research on fraud to conference delegates
Op risk capital calculations might be flawed or irrelevant, conference hears
Model risk emerged as a key lesson from the crisis – and a significant variation in op risk modelling approaches exists today, says Sigor chair
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.