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.
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The passing of the Dodd-Frank Act into US law signifies profound changes for banks and regulators. But how they should prepare now for the new legislation is still far from certain
First-time outsourcers might have overlooked or underestimated operational risks involved
An Australian study by Mercer says 75% of super funds hold op risk reserves
US regulators are hiring more staff in preparation for Dodd-Frank changes
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New UK bonus rules are widened to cover thousands more investment firms
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.