Fasten your seat belts
More Michael Watt articles
TriOptima, a Stockholm-based portfolio compression service, has torn up a record number of interest rate swaps between January and August 2010. Recently released figures show that the total notional...
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.