EU insider trading rules are an opportunity to outsource reporting
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Mark Pengelly articles
Tracking performance of ETFs is examined, with a focus on volatility decay
Liquidity plays a vastly underappreciated role in commodity markets
Vitol’s Bake and Icap’s Newman discuss evolution of energy market
Massad’s CFTC appears to be moving away from mistakes of Gensler era
Bank withdrawals from commodity trading fail to dent enthusiasm
Shell compliance officer warns of "serious threat" posed by EU rules
Deutsche Bank innovates to succeed in range-bound markets
Technical skills help SG CIB win tricky energy finance deals
Data giant responds to needs of Asian energy traders with oil modules
ANZ connecting physical players with reach and structuring ability
Trading firm sees rapid expansion in markets and counterparties
Graduates must be warned of the serious risks of market abuse
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.