Five years on, how much do we actually know about the op risk impact of the crisis?
The design of modern power pools is highly complex, creating plenty of opportunities for clever traders to profit by circumventing the rules, writes Vincent Kaminski
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Growth in WCS derivatives volumes highlights continuous evolution of the energy derivatives market
In many different guises, an ancient question still haunts human society: “What is the source of government legitimacy?” While this is largely settled in the Western industrial countries, David ...
Fines are driving up op risk losses, and the pace of prosecutions is not slackening
Insurance Risk launches updated, interactive iPad app
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Wishing won't make it so
Long-term guarantees assessment threatens to open more divisions in Omnibus II talks
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.