Risk perceptions on Tunisia, Egypt, Morocco and Bahrain widen
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
Spreads widen in Egypt and Bahrain as popular protests continue across the region
Eurozone risk perceptions fall while Egypt remains on a knife edge
The power of peer pressure
Shortage of high quality liquid assets prompts Danish regulators to push for changes to the liquidity coverage ratio within the European Union capital requirements directive
Meanwhile, Egyptian spreads narrow despite ongoing political turmoil
Fitch downgrades Egyptian credit rating as protests spread across the country
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.