Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
There "could be a role" at one of the market's new utilities
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Derivatives articles
European regulators confirm haircut will apply to both initial and variation margin
Hedging remains an issue until futures are launched in November
Shut off from foreign peers, US firms need dealers to access offshore liquidity
Corporates lag other participants; less than a third collateralising
Despite problems, Esma official says reporting roll-out went "pretty well"
Bafin's König says early terminations could make bank resolution impossible
Frankfurt exchange expands its co-operation agreements with Taifex
Clearing members pressure CCPs to put more of their own money at stake
Capital benefits also remain intact for modelling banks, says Fed official
Industry would struggle to hedge risk following a dealer default, says Goldman's Frankel
Rise in equity markets makes it less costly for insurers to de-risk
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.