A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Ned Molloy articles
BritNed is the first electricity interconnector between the two countries and has a capacity of 1000MW which can flow in either direction depending on relative supply and demand.
Increased liquidity in the Spanish market necessitates netting and reduction of counterparty risk, says managing director
Mideast and Libya crisis fuels oil options “frenzy”
Bank of America Merrill Lynch and Eggborough Power
The sharp increase in oil price volatility resulting from political upheaval in Libya and across the Middle East has helped push the volume of oil options traded to a new all-time high
When coal and gas futures reach the liquidity levels of oil, algorithmic traders will enter the marketplace
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.