Lean banks and financial institutions are more fragile in the face of disaster, warns Nomura business continuity head
Op risk head warns algo trading could be "another Libor situation"
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/Risk Management articles
The FCA and PRA are toughening up their approved persons regime for senior execs, risk managers and traders
ORX chairman says Basel II definition is fundamentally flawed
Industry experts call for greater attention from regulators on the behaviour of senior executives
With the 'London Whale' modelling failures still casting a shadow over the industry, BAML model risk head advocates ongoing testing
Banks should not abandon complex risk models just because they failed during the financial crisis, conference hears
Heads of operational risk say banks aligning remuneration to risk objectives
Inconsistent rules are damaging financial intermediation, says senior Japanese banker
Dealers push for a more risk-sensitive model, but regulators may opt to incorporate a new non-internal modelled approach into the existing hypothetical capital method
Concerns Solvency II-based risk-free curve could be distorted by speculators as market begins to adjust ALM hedges
US clearing rules do not exempt SPVs, but industry is split on whether other exemptions - for unclearable swaps - would apply
Charges of money laundering against Liberty Reserve is warning to banks
UK regulator said to be losing focus during on-site visits
Questions remain about why France and Germany are yet to sign their IGAs with the US
MoD's former head of cybersecurity says tone needs to be set from the top
Clearing houses need flexibility to determine correct course of action, says head of risk at Eurex Clearing
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.