The liquid house rules
Meeting the calls
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.
More Christopher Jeffery articles
Nuclear woes fuel coal
The liquidity conundrum
Race to de-risk
Vote for 'Trends in ETF use by Asian institutional investors' sponsored survey This sponsored survey – the only poll dedicated to understanding institutional investors' ETF use in Asia – takes only...
Families in focus
Andrew Sheng, a veteran regulator who acts as a chief adviser to China’s top banking regulator, believes ‘creative destruction’ needs to take place when financial engineering goes beyond an op...
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.