Hichem Souli joins Baml as head of Emea client solutions distribution
Euro-denominated actively managed funds do not outperform benchmarks
Index makers comply with Iosco benchmark principles
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Richard Jory articles
Boost lists Europe’s first 10-year UST 3x short fixed-income ETP on LSE
Are those who assume structured products consolidation is bound to happen mistaken?
Societe Generale wins Structured Products interest rates award for Asia
S&P Dow Jones Indices wins Asia award for index innovation
Pricing Partners comes top for technology in Structured Products Asia awards
Announcing the winners of the Structured Products awards for the Asia region
Six-year autocall kicks out after two years and pays 9% a year
Basket performance is multiplied by 2.5 and returns are uncapped
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.