Bank accounting has improved in past two years, BoE governor tells hearing
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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.
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Client clearing, repo markets, credit derivatives – the leverage ratio casts a shadow over them all. But the overarching complaint is that the ratio should remain a backstop, and it’s a point on...
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While the Vietnam regulator is consulting on setting up an asset management company to take on NPLs to help clean up domestic banks' balance sheets, slow progress is being made towards Basel II
Northern Trust appointed to replicate middle- and back-office functions of existing administrator BNY Mellon at $140bn hedge fund
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Service Provider Rankings 2012
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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.