Data-sharing consortiums depend on trust, but individual firms face a prisoner's dilemma whereby providing false information can sometimes be beneficial
Commodity investors may have had a bad year, but putting money into commodities of finite supply continues to makes sense
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Regulators recently published the findings of a study of counterparty risk data at the world’s largest banks – it makes for depressing reading, says David Rowe, and is symptomatic of deeper prob...
In praise of cyber risk
Beyond relational databases
Nailing down mercury
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
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.