The modification mistake: Joseph Mason column
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Columns articles
Breaking up is so very hard to do
Time to be selective
Holy grail or holy cow?
Rate me up, before you go-go
Ahead of the curve
Chop and exchange
No incentive to improve
New bottles for new wines
In denial over monetary policy
Defaults by stealth are rare
Will bond investors strike out?
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.