Electricity market excites investors, but challenges remain
New proposal exempts non-financial end-users from margin requirement
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.
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CFTC position limits could scramble widely used approach to hedging
Physical deals with producers seen as ‘superior’ to financial hedging
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Dodd-Frank rule seen having muted impact on market-making by banks
Manipulation worries spur debate over Texas power market rules
Grasp of market psychology key to success, says Centaurus founder
Fabio Nehme leaving to set up own commodities business
Companies invest in trade surveillance as regulators tighten scrutiny
Proposed bona fide hedge exemptions are too narrow, firms say
Suncor voices concern over clearing costs for derivatives dealers
Rival WCS indexes hinder growth of financial trading, firms argue
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.