Conference hears of conflicting guidance
A scaling methodology to include external data in operational risk calculation is introduced
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 Risk management articles
Court hears of payments promised in exchanged for skewed submissions
Judge backs regulator on key legal questions in allowing suit to proceed
Ex-UBS and Citi trader boasted he had set Libor “artificially high”
Institutions not fined by regulators still likely to face punishment
Jury given an overview to the detailed, complex case
Paul Hopkin moves to Institute of Risk Management
Authority names supervisors that have failed to comply with guidelines
High-paid employees banned from reporting wrongdoing
Implementation points to LEI benefits and best practices
Regulators must take energy market manipulation seriously, argues Kaminski
ABSTRACT This paper shows that traditional measures of bond systematic risk based on unadjusted past returns have very large downward biases. After we develop an improved method for calculating the market...
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.