Regional KYC requirements adding to global regulatory burden
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 Aaron Woolner articles
As global markets focus on Japan, China and India are set for upswing
So joins from Enhanced Investment Products, where he was beta product head
Correlation of currency and underlying asset militates against hedging
Central bank says credit-to-GDP ratio fails to reflect economic cycle
Lim Cheng Teck moves across from his role as chief executive of Standard Chartered Bank China
South Asia set to drive development of derivative market in the medium term
Banks face dilemma over whether to join a number of Asia clearing houses
15th annual poll goes live now
Negative carry versus short-term rates is deterring firms from hedging
Rather than acting as a rival to SGX, DCE complements its Singapore counterpart, insiders say
Zhu moves from Goldman Sachs where she was a China equity strategist
Steven Yu and Alex Tam join Australian bank
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.