Arrival of limit order books means old policies may no longer cut it
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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European Commission finally responses to CESR's best execution questions
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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.