Marrying the needs of strong core and weak periphery is far from straightforward, said panellists at latest Credit Institute event
Heightened geopolitical risk in the Middle East and North Africa has led to increased CDS trading on the region; the driver of which is speculative rather than a desire for protection
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 Rob Davies articles
Aviva announces new global aggregate portfolio head
Rate me up, before you go-go
Trading talk: March 2011
Home grown: a domestic US covered bond market
All bases covered?
Signs of growth
Bondholders: Time to take your medicine
High hopes for high yield
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.