The post-crisis years have shut down the over-the-counter derivatives market's incessant search for new underlyings, but a new phase of innovation has replaced it.
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Duncan Wood articles
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
A clear alternative?
Fight the power
Multi-dealer platforms have to register as Sefs - but clients could choose to use other venues and avoid extra legal work
Look beyond loans
RBS cuts businesses it saved from the axe last year; O'Connor takes up Isda chairman's role full time; Deutsche's Wayne takes on US forex role; new role for Lipton at Bank of America; Williams swaps...
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.