JP Morgan and BBVA retain crowns as regional houses of the year
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Fund’s decision to embrace risk premia strategy pays off
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Chris Leone and Dushyant Chadha replace Paul Galietto
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Capital-at-risk product pays out early if crude index is no lower than strike price in 30 months’ time
Investors’ capital at risk if underlying is below barrier level at maturity
Veteran equity derivatives banker founds London-based firm Alpima
Lookback feature aims to mitigate sudden falls in first few months of the term
Numerix stays ahead of the pack; run close by Bloomberg and Thomson Reuters
Four platforms are now fighting for private bank business
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.