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Regulation, risk and reaching nirvana – Harnessing your data assets in the wake of the crisis

Tech Research Report

Data leakage prevention

Operating Systems

P&L and Accounting Quality

Real-Time Risk Management

STP in Securities Lending

Virtualisation

Risk Research Report

Alignment of Risk and Finance

Dark Pools of Liquidity – The Risks

Location of Market Risk Personnel

Major Developments in Risk Management

Model Risk Management

VaR and RNIV

Quarterly Research

Credit Meltdown Recovery? Harnessing Stress Testing for Effective Risk Control

Determining Best Execution: What Roles Does Transaction Cost Analysis Play?

Establishing Control: Buy-side data management challenges

Navigating the Minefield: An assessment of current credit monitoring and control practices

Risk Management in 2009 – Where do we go from here?

The Changing Risk Management Landscape in Derivatives

The Dawn of a New Era: Evolving Risk Management in 2009

The Organisation of Market Risk

What makes this crisis unique, amongst other things, is the unprecedented volatility that we have seen during 2008. More importantly, this volatility was not limited to any particular asset class, but was evident across the board. Various risks were simply not captured, deemed plausible or accounted for. This has resulted in great pressure both internal and from the regulatory entities all over the world.

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The Urge to Merge - Credit and Market Risk

Much has been said about risk divisions, particularly in the wake of the brutal financial meltdown last year. However, risk divisions are upping their game in changing the methods of how they do business. Though banks may not agree on which areas of market and credit risk should overlap at present, the move to integrate the two is definitely on the cards for the future.

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