BBVA's equity derivatives rebuild includes 'strong conviction' index
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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On the move
The creation of an offshore RMB market in Taiwan could result in a fracturing of liquidity and prevent the currency's further internationalisation
A photo gallery of the winners of this year's Structured Products awards for Europe
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
Amundi ETF has launched five ETFs in Spain, marking its entry into an ETF market that providers believe has growth potential despite being relatively undeveloped
Fiscal and regulatory reforms announced by the new Spanish government have led market participants to rethink wrappers and product maturities, with growth and fund-linked products likely to benefit
BBVA is to add volatility sub-index to its Jim Rogers’ resources index to create structured products
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.