China exchange developing technique to reduce margin requirements
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 Derivatives articles
Regulators focus on default management as CCPs target launch in early 2015
Wider benefits of Dodd-Frank and Emir reporting yet to be realised
Yorkshire Water among the firms said to be considering inflation repacks
Australia reporting rules differ from those in Hong Kong, Singapore
Industry body says 15-40 trades per day should be rough benchmark of liquidity for Mifid
Australia move ends hope of a regional reporting standard emerging
Reverse repo treatment in draft NSFR cuts ratio from 113% to 98%
Smalls firms baulk at paying up to $18,000 to register a few trades
Banks say they will not hit revenue targets if Esma deadline is endorsed
Ability to cross-margin FX futures against equity portfolio offers savings
Singapore and Mauritius could benefit from scheme to change tax treatment
Developed-economy central banks still wary of renminbi inconvertibility
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.