British Virgin Islands supplement May 2009: Sailing through turbulent waters
The BVI is at a turning point. It is facing the prospect of adapting to a sea change in international attitudes towards hedge funds. The vibrant community of small, independent hedge fund administra...
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
More Kris Devasabai articles
Convertible arbitrage is bouncing back strongly in 2009 after its worst year on record.
Inspired choice advocates communication
While many hedge fund strategies are struggling, equity market neutral supporters believe this strategy is capable of not just protecting but also increasing capital in any market. Hedge Funds Revie...
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.