Shanghai and Shenzhen exchanges ready to start trading
Compression is the ultimate retort to those who equate notionals with exposure
A round-up of the year’s topics, trends and citations in Risk's technical articles
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More Derivatives articles
A review of Risk.net's coverage of stress tests and oversight
Findings of EBA review to be discussed on December 5
Increased volatility will spur demand for risk management tools in Asia
EU stress tests showed €34.5 billion notional legacy book
Charles Li says stock connect programme can be expanded significantly
Dealers say some domestic firms may have found way to avoid clearing
Banks believe they can cut the notional value of their swaps books in half by the end of next year
Market players express doubts over accuracy of quotation system
The age-old practice is set to be the focus of regulators
Firms looking to de-risk but the Tarf issue could re-emerge
Some buy-side firms avoid illiquid underlyings over manipulation risks
Reform process underway but global firms need convincing it will succeed
Regulators are clamping down on complexity, but risk harming innovation
Sydney home to world's fourth largest IRS market but is that big enough?
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.