Top ETRM vendors, implementation specialists, data vendors and data managers
Emir segregated accounts pushing firms to trade OTC, says Jones
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 Mark Pengelly articles
Garry Jones on China, warehouses, clearing and financial regulation
Trading portfolios are easily mishandled, as are Europe's economies
Asset-based trading seen as crucial in environment of lower oil prices
Rankings marked by dramatic exits and one impressive comeback
Adapting to new rules and capital requirements is achievable, says Agran
Applying kriging to extract smooth curves from energy futures prices
Aggressive pursuit of wrongdoing harms market efficiency and competition
Utility's split is just the latest transition in David Port's career
Vincent Kaminski explores the potential dangers lurking in oil markets
Monitoring and assessing risk culture using quantitative techniques
EU law threatens to engulf commodities industry in financial rules
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.