Esma board conducting stress tests before making a decision
But FSB aims to overcome data aggregation issues
Hedge funds in Miliband's sights, but full scope of tax measure unclear
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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Managers with requisite scale have beaten S&P 500 since 2007
Citi win wipes nearly 5% off JP Morgan’s assets under custody
Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
Strict liability for governance exposes compliance risk
Concentrating on key relationships gives largest hedge fund edge
Financing cost for hedge fund marketing in Europe could reach "unviable levels"
But “cutting out the middleman” leaves room for co-investing
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.