It is well-known that any risk management activity is a cost to the organization. However, optimized risk management practices satisfy regulatory capital requirements and gain the confidence of investors...
Operational risk loss data – November 2014
Make sure your vote is counted in Energy Risk's annual ETRM software rankings
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Monitoring and assessing risk culture using quantitative techniques
Vendors are using new technology to squeeze more out of their systems
The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies
Derivatives activity in the Italian market at a relatively steady state – especially considering tough economic conditions
Operational risk loss data – October 2014
Survey shows insurers are still grappling with challenges of central clearing
UK banks paid out £383m in compensation in July for mis-sold PPI
Operational risk loss data – September 2014
Biggest funds also exposed to US junk corporate debt
Aspect makes CTRM more readily accessible for smaller energy firms
Deutsche Bank innovates to succeed in range-bound markets
JP Morgan's oil team is providing liquidity across the barrel in Asia
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.