ETRM Software House of the Year, Asia: Triple Point Technology
Calculating CVA at trade and portfolio levels
Marketing of renewable energy - The German market: a case study
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 Stella Farrington articles
Hungry for hedging
Taking the long view
The importance of communicating hedging objectives
To build or to buy?
Implications for valuation and risk management of spread options
In safe hands?
Simply the best
Where's the 'RM' in ETRM?
Editor's letter – getting the middle-office systems right
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.