Manipulation was standard practice, maintains Hayes
Former trader says adjusting Libor to suit commercial interests was company policy at UBS
Risk managers should be aware of unconscious flaws in estimation
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A five-minute formula from Alexander Denev that takes you through a simple probabilistic graphical model and explains how and why these are used. Find out more about the ground-breaking book, Probabilistic...
Didn’t take BBA inquiries into low-balling too seriously
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.