Risk Awards 2015: French bank thrives on emerging markets and exotic risk
Risk Awards 2015: Utility found a new way to tackle bank break clauses
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
Risk Awards 2015: Barclays quants put FVA on solid ground
Trading errors, collateral and the potential for China's derivative market were 2014's top stories
Margining rules for uncleared derivatives will be a drain on liquidity
Nearly 2.5% of single-name CDS market changed hands in trade last September
Onshore regulator to broaden types of assets firms can trade
EBRD says impact would be minimal, but experts warn other swaps users would be hit
Chicago-based exchange targets China, India and LatAm growth
As Thai investors look for more liquidity in longer-dated derivatives, structural barriers remain
US bank accused of manipulating client valuation reports to mask profits
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.