Calculating CVA at trade and portfolio levels
Marketing of renewable energy - The German market: a case study
Hungry for hedging
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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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.