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 Michael Watt articles
CDS spreads for Irish banks widen over holiday period, while peripheral EU states remain steady
Japanese firm names El Khoury for Hong Kong-based equity derivatives role
Japanese firm names David Benson for London-based role.
Bank of Ireland spreads hit another record high amid CDS increases across Europe
Theo Lubke calls time on 15-year stint with New York Fed to join Goldman Sachs.
Clearer will extend coverage to third asset class in 2011, with support from 13 banks
Tightening of peripheral CDS continues for third day after Trichet announcement
CDS spreads on peripheral eurozone debt widen despite €90 billion in aid
Ibbotson, Ward and Favreau to lead European clearing team
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.