The IAIS’s systemic risk proposals are contentious, but a global capital standard will be even more so
Fight the power
Avoiding greater fools
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Opinion articles
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
Look beyond loans
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
Tell a good story
Wishing won't make it so
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.