Fed to issue new rule on bank physical trading in early 2015
Southwest Airlines no-action letter could lead to wider relief
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Proposal on ‘seventh prong’ seen as positive step by industry
Kamal Naqvi leaves dual roles amid Swiss bank’s exit from commodities
Fear of further plunges makes airlines reluctant to hedge, say dealers
Group will study impact of Dodd-Frank on energy firms, Giancarlo says
Energy firms need clarity on 'seventh prong', commissioner says
Agency said to be exploring solution for embedded volumetric options
Small derivatives hedgers bewildered by emails from regulator
Current exodus only the latest downturn in a boom-bust business
Electricity market excites investors, but challenges remain
New proposal exempts non-financial end-users from margin requirement
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.