Allocation policies and correct oversight the solution
RBS expected to refocus on core businesses and home markets - investment bank could shrink further; new faces at the SEC; Mahmud takes top forex post at Citi; client execution hires at UBS; Aviva In...
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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2013 winners include BlueCrest’s Leda Braga for outstanding contribution to the hedge fund industry. Others honoured include Cern Pension Fund, Winton’s David Harding as well as some big-name fu...
Asset managers seek to standardise Solvency II asset data provision, but industry-wide solution presents challenges
A hammer to crack a nut, or a chance for everybody to win? Buy-side panellists disagree on the merits of central clearing
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.