Setting the cat among the pigeons
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Dodd-Frank and Mifid II position limits could cause firms to withdraw from commodity derivatives
In the February 2014 editorial video, OpRisk's latest industry survey finds room for improvement in risk management
Insurers are set to plough billions into private equity assets over the coming years. After companies recoiled from investing in the sector in the wake of the 2007–08 financial crisis, they are now funnelling...
Last year was a landmark for the derivatives reforms laid out by the Group of 20 nations in 2009, with clearing, trading and reporting rules all coming online in the US. But it was also just the sta...
A year of huge fines and settlements has thrown new light on the importance of controls and conduct risk
Quotes of the quarter
Forward views: Senior Asia dealers give 2014 outlook
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.