The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis, encouraging insurance companies to consider use of the cl...
Sponsored webinar: Collateral and counterparty tracking
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
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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Sponsored webcast: The Risk Enabled Enterprise® - Research Agenda
The first clearing mandates came into force in the US on March 11, but there is still plenty of uncertainty about how certain parts of the new regulatory framework will function. In this roundtable ...
Tentative on G-20 timelines
Corporate treasurers call for a broad clearing exemption within European rules – and say they might stop using derivatives without it
New regulation and the ongoing sovereign debt crisis in the eurozone are named as the key challenges for 2012 by the winners of this year’s Risk awards
With carbon prices plunging both the Europe and the US as the fragile global economy takes place Energy Risk is speaking to key players within the industry regarding the future of the carbon markets...
Banks and other financial institutions seem to be waking up to the message being plugged by software vendors and consultants that firms need to have a more integrated governance, risk and compliance (GRC)...
Challenges continuously arise regarding energy and commodities OTC clearing, and changes in regulations. This roundtable offers the knowledge, experience and opinions of our elite speakers on some o...
Crime without borders
This OpenLink webcast brings together a panel of industry experts to discuss the development of local energy markets in Russia.
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.