Index innovation of the year
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 Indexes articles
A charter for change
The structured products industry has welcomed Iosco's publication of benchmark principles that promote softer treatment for equity indexes
Indexing in the dark
Iosco has confronted the 'one size fits all' debate in its draft Principles on Financial Benchmarks, the responses for which are due today (May 16)
Casting a wide net
A chance to catch up
Doubling up for innovation
Minimum volatility strategies have been a huge hit in the equity space. Index providers are now planning to apply them to fixed income and commodities
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.