In comment letters published last week, banks have taken issue with Basel Committee guidance that would capitalise post-execution exposure to settlement risk
Desk supervisor told traders to disobey orders, rogue trading defendant claims
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More News/Risk Management articles
Panellists at Asia Risk Congress say collateral management rules will reduce activity in areas such as structured products
Axa CFO warns of the counter-cyclical tools in Solvency II
Ferma forum hears that Solvency II delays will not affect competition
Testimony in rogue trading trial exposes slips in risk management
Risk managers are facing greater complexity because of regulation and other issues, Ferma is told
Kweku Adoboli had permission to suspend a loss of $1 billion, a London court heard today
UBS found three other unauthorised trading incidents, a court heard today
Internal risk management controls at UBS failed to detect Adoboli's actions, a court heard today
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.