The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis, encouraging insurance companies to consider use of the cl...
BYOD doesn't necessarily mean data compromise
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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State Street has expanded its servicing capabilities to enable daily ETF monitoring, from basket-creation through to trade processing and settlement
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.