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 Rob Davies articles
Breaking up is so very hard to do
Deals in Focus: BBVA
Steve Hanke profile
Searching for an equilibrium
In conversation with...Cecilia Chan
Solvency II and credit: A change in appetite
Q&A: Paul Griffiths
The Sloane Ranger
Crunch time for convertibles
Legal & General Investment Management America’s head of fixed income, John Bender, says decision on whether to raise debt ceiling could have wider implications
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.