Former futures trader sentenced to four years in prison
Drug-resistant disease "is one of the greatest threats that we face today", Davies warns
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.
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Greater use of capital and collateral to mitigate all risks relating to foreign exchange trading is crucial, warns head of financial market infrastructure at the New York Fed
Regulators planning follow-up to trading book study that revealed huge variation in modelled RWA numbers
Derivatives and structured products remain unpopular with Thai insurers looking to hedge their liabilities following the introduction of a risk-based capital framework
Cost means insider prosecutions will be rare, legal expert warns
Deal is said to pay a coupon of 11% for first-loss protection – which some investors say is too low
One of the original five Fatca partners likely to take its time over signing IGA, expert warns
Reticence among certain insurers to quantify operational risk also to blame for lack of progress in model development
US FFIEC, meanwhile, releases proposed guidance on social media
Sovereign-guaranteed loans provide yield boost for insurers
Trades will not become subject to initial margin rules part-way through their life, rule-making body tells Risk
Hotly anticipated final Fatca regulations leave industry disappointed and without an agreement for non-IGA FFIs
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.