Legacy non-agency market benefits from anticipated payouts
US would have benefited from pragmatic European approach
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.
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Fixed income returns more appropriate performance metric
Hedge fund managers need to get used to compliance burden
But strategy among highest returns this year
Emerging cadre of macro investors are risk managers
Plan in documentation where any dispute should be heard
Young funds posted highest cumulative returns since 2003
EU11 Finance Ministers meet May 6
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.