New guidance for countries to address money laundering and terrorism funding
Appointment signals new direction for unit, says minister
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.
More News/Risk Management articles
Rigorous training the only cure for complacency, says Marc Schaedeli at Risk USA
Companies must prepare for inevitable intrusion, says RBS infosec head
Paper proposes refinements to 'cover two' standard
Giant daily dealing bond funds and ETFs could cause the next crisis, GLG’s top fixed income manager says
Automated risk systems vital, says Tower Research Capital CRO
Analysts extrapolate from £1.8bn FCA fine
Chief risk officers from boutique and institutional investment firms talk about their risk management and reporting platforms
McPartland: banks could not support multiple auctions if a big member firm defaults
Shane Worner, senior economist at Iosco, warns of excessive leverage in the system
State-specific timelines are making it difficult to compare data
Tarullo and Wetjen say regulators should set standards for CCPs
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.