Huge US Treasury swing was result of hedge fund crowding and gamma hedging
HR needs to have closer ties to op risk – both would benefit
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 Opinion/Risk Management articles
Automation and straight-through processing required to protect investors
Acquirers are being punished for actions they had no control over
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
Decision-making failures are being tackled in three very different ways
The dangers of complacency, excessive risk and management failures
Huge losses will affect risk modelling and capital calculation
Cluster of huge fines calls for changes in models and regulation
Assessing exposures and vulnerabilities gives sophisticated risk view
Troubled debt teams can provide valuable op risk insight
Relational databases are hard to protect; modular storage allows encryption
Rigging liquidity scheme payments adds insult to injury
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.