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JP Morgan Chase, the bank with the largest exposure to derivatives in the US, is set to increase its lead with the takeover of Bank One. The derivatives exposure of the combined banks will approach ...
Four more banks have become credit default swaps market-makers on iBoxx CDX, a tradable index of credit default swaps on 125 investment-grade US companies. This brings the total number of licensed m...
Bank One’s former head of currency forwards, Paul Smith, will rejoin the company in London tomorrow (November 11) as a senior euro forwards trader, a senior official told RiskNews’ sister publ...
Wachovia Bank has hired two institutional foreign exchange dealers in London, as part of a global drive to increase its institutional forex business.
Top-tier banks are moving to set up core groups of client-facing options specialists, turning away from a previous trend to re-train all sales dealers to have derivatives expertise.
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.