Most asset managers lack strong safeguards
Broker-dealers better prepared than investment advisers
Systemically important status seen as business threat by asset managers
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Focus needs to be on reacting, not stopping every threat
Sponsored feature: BNP Paribas Securities Services
FSCP proposes simplified charges for UK asset management funds
Questions on compliance within third parties need to be more focused
Equity long/short strategies are the bread and butter for the asset manager
CQS leads way in pushing for higher standards for hedge fund industry
Portfolio construction and systematic trading with factor entropy pooling
Sponsored feature: Northern Trust
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.