Brent crude reaches its highest price since September 2008
Move will lead to alignment of intra-day fees in March
Declining global spare capacity is magnifiying the "fear premium" on oil, as a result of events in North Africa
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 Ned Molloy articles
Report says EMU credit default swap volatility due to lack of certainty over future debt market conditions
The cost of swaps protecting against a state default of eurozone peripheral states continued to decline today.
Credit default swaps on the troubled Irish bank widen by four percentage points
The chief economist of Zurich Financial Services believes there is the political will necessary to protect the eurozone over the long term
Risk awards 2011
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.