Overreliance on modern risk management systems, and metrics such as value-at-risk, can blind firms to tectonic structural market shifts. To help alleviate this problem, the use of human judgement an...
A year of huge fines and settlements has thrown new light on the importance of controls and conduct risk
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Quotes of the quarter
Forward views: Senior Asia dealers give 2014 outlook
Andrew Legg, senior litigation partner at global law firm Eversheds, examines the challenges businesses can face when navigating the issue of bribery in Africa and calls on the experiences of organi...
'Robust debates' await level 2 discussions
Despite massive investment in human capital and technical resources, risk managers failed to warn about the dangers of toxic assets and excessive leverage in the run-up to the global financial crisi...
Time changes all
Single stocks the future?
Politicians may be unwilling to consider it, but the eurozone’s problems could be solved through a slight twist on debt monetisation, argues Marcello Minenna
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.