Low volatility and industry consolidation reduce need to hedge
Southwest Airlines no-action letter could lead to wider relief
Proposal on ‘seventh prong’ seen as positive step by industry
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 Alexander Osipovich articles
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.