InteDelta: Survey on measurement and management of settlement risk
The risk that arises from the settlement of FX and other transactions has long been a concern of risk managers, supervisors and central banks.The BIS has issued a number of analyses and guidance notes on settlement risk, most recently in February 2013, and institutions have upgraded their measurement and management of settlement risk. Nevertheless, as this survey shows, there is still room for improvement particularly by smaller institutions.
February 19, 2017
October 6, 2015
July 6, 2016