'Normal service’ to resume in January 2014 following the transfer of the €12.5 billion portfolio to BNP Paribas
Credit Suisse hires Nelte for NYC
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Coupons and capital risk
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China wealth management keeps faith with trust products
SFC readies decision on waiver for professional investors
Enter the professionals
Credit Suisse is offering US investors the opportunity to follow WisdomTree’s Japan Hedged Equity Fund, the most prolific fund used as an underlying in the US market in July, which offers a play o...
Copplestone touches down at Levendi
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.