New categories for private bank of the year and deal of the year
Japan expands scope of clearing regime
New equity options on two exchanges
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More Asia articles
Money manager looks to access all liquidity pools
Parallel fund structures given the go-ahead by the US
Lack of certainty over close-out netting continues in China
Steven Yu and Alex Tam join Australian bank
A three-year avoidance of European-linked structures at an end
Nomura CRO on how to meet competing regulatory demands
Yen and dollar funding discrepancies hit Nikkei options market
SFC proposals to keep retail investors on the lit market come under fire
Eurex's Singapore CCP finds favour with market, CME less so
Osaka and Tokyo exchanges set to merge derivative platforms in March
Korea trading snafu casts doubt on KRX's default fund structure
KRX is rethinking its own rules in the event of a member default
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
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.