Liquidity: investors want it and funds need to provide it. But what this actually means in practice covers a multiplicity of meanings and motivations. Hedge Funds Review finds out what mistakes were...
Agile and prudent strategy pays off
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
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Making a mint from science
Beyond its regulatory framework, Bermuda's major strength is its reputation as a centre of expertise for hedge fund administration. The jurisdiction has a long history in this business
Fighting fit and feisty
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.