Risk Awards 2015: Bank arranged record margin loan in 30 days
Risk Awards 2015: French bank thrives on emerging markets and exotic risk
Risk Awards 2015: French bank shared trade finance exposure with World Bank
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 Duncan Wood articles
Risk Awards 2015: Utility found a new way to tackle bank break clauses
Risk Awards 2015: Barclays quants put FVA on solid ground
Risk Awards 2015: How 'hybrid cloud' helped China's Bloomberg
Compression is the ultimate retort to those who equate notionals with exposure
The future of swap clearing depends on the finer details of the supplementary leverage ratio
Collateral posters should pay when rates are negative, US banks believe
Automated risk systems vital, says Tower Research Capital CRO
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.