Deal comes as French bank faces one-year US dollar clearing ban
Bank will remain a market leader despite Mercuria sale, say new co-heads
Dodd-Frank proposal relies on decades-old data, say energy firms
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 Alexander Osipovich articles
Bank says economics, not regulation, drove physical commodities sale
Southwest Airlines no-action letter could lead to wider relief
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
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.