Banks need to embrace radical change to satisfy Basel principles
OpRisk North America covers maths, psychology and everything in between
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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Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
Buffett's warning on perils of volatility is well justified, argues Kaminski
Counterparty correlations are no substitute for due diligence, argues Kaminski
ORIC says it received a record number of loss event reports in H1 2014
Stays will extend to buy-side, repo, and securities lending, says BoE’s Gracie
Trading portfolios are easily mishandled, as are Europe's economies
HSBC affair highlights a problem with modelling op risk capital
Aggressive pursuit of wrongdoing harms market efficiency and competition
Uncertainty reigns over the legal and accounting status of currencies such as bitcoin and their regulation
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.