Risk awards 2012
Perturbed Gaussian copula: introducing the skew effect in co-dependence
More Correlation articles
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Volatility of volatility spike drives options liquidity squeeze
Making way for the money-spinner
Inflation-linked structured products attracting UK investors
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.