Tough environment for CTAs likely to end as interest rates start to rise
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Hedge funds articles
Large US fixed-income funds moot rate-rigging legal action
Lower trading costs could tempt funds, managers and dealers
Hedge funds to follow US model by taking on bank risks
Bank's head of prime services say launch is "a couple of weeks away"
Esma needs help to balance transparency and liquidity, says authority's chair
Too-big-to-fail issue, swap market overhaul and shadow banking all on to-do list
Hedge funds holding their nerve in game of volatility limbo
US rules have broken the swap market in two, according to 60% of respondents to a poll
Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
Correlation of currency and underlying asset militates against hedging
Low leverage this time should result in milder correction than 2008/9
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.