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
In denial over monetary policy
Defaults by stealth are rare
Will bond investors strike out?
Deals in Focus: ICICI Bank
Syndicated loans: Back in business
Market analysis: Correlation and default
Profile: Angus Whelchel
Buy-side participants at the latest Credit Institute event acknowledged haircuts on senior unsecured debt are looking increasingly likely as regulators move to introduce new special resolution regim...
Asia cross-border (investment grade) deal of the year – Cheung Kong Infrastructure Holdings
Asia cross-border (high yield) deal of the year – STATS ChipPAC
Asia local currency deal of the year – Republic of the Philippines
Africa deal of the year – Republic of South Africa
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.