Risk perceptions start to steady on banks and insurance companies as Japan counts economic cost of natural disaster
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Michael Watt articles
The EU prepares itself for another sovereign bail-out after Portuguese parliament rejects tax rises and budget cuts
Risk perceptions on Portugal and Ireland increase as rest of eurozone stays steady
Moody’s report predicts earthquake will have severe impact on Japan's economy
CDS spreads spike for power company and insurance providers
Risk perceptions ease despite desperate situation in areas affected by the natural disaster
Stock market drops while Japanese government implements economic stimulus in response to earthquake
Natural disaster increases Japanese risk perceptions, while spreads narrow in the eurozone
Ted spread on the rise as eurozone sovereigns remain stable
Ban could harm government debt markets, according to UK DMO – dealers say any prohibition would backfire
Egyptian prime minister resigns as spreads stay stable in Middle East and eurozone
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.