Model risk emerged as a key lesson from the crisis – and a significant variation in op risk modelling approaches exists today, says Sigor chair
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More News/Operational Risk articles
More focus needs to be given to key risk indicators, says Morgan Stanley’s Marcelo Cruz
Getting the risk culture right at a financial institution is critical to op risk – but speakers acknowledge that is far from easy
Operational risk is on the rise in high-volume markets, regulators say
OCC regulator warns risk managers to re-examine data integrity and be wary of model risk
Permanent shift in thinking about supply chain continuity, BCI survey finds
Resignation letter links derivatives trade to moral collapse at bank
Fatca passthru payments need to be scaled back, according to one industry expert
SEC/CFTC Capital Markets Working Group could be "just another talking shop"
Expert predictions of delayed start date proven correct
Diana Chan, chief executive of EuroCCP, talks to Jessica Meek on interoperability in cash equities and OTC derivatives
US regulators' 'heuristic' process for implementing the Volcker rule is called into question
EuroCCP's Diana Chan talks to Jessica Meek on the issues facing the clearing industry
New World Bank report sees flaws in China's regulatory system
City of London Police investigating blocked trade
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.