Low volatility and industry consolidation reduce need to hedge
The offerings for the US market have been smaller and less varied of late and this issuance is no exception. It is an all reverse convertibles offering and two of the products are based on the stocks of...
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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The upswing in equity prices in the second half of the week has prompted a contraction in credit default swap spreads for European banks and insurance companies. But German names, including HVB, wer...
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.