New boss at consultant, John Claisse, to focus on liquid alts research
Data has been a problem for the past two decades for firms in the region
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Agency open to dissent in areas such as trade reporting, position limits and rule 1.35
Peer review flags problems in national regulation of systemically important banks
Implementation points to LEI benefits and best practices
Banks need to embrace radical change to satisfy Basel principles
ABSTRACT Expanding the realized variance concept through realized skewness and kurtosis is a straightforward process. We calculate one-day forecasts for these moments with a simple exponentially weighted...
ABSTRACT Using nonlinear machine-learning methods and a proper backtest procedure, we critically examine the claim that Google Trends (GT) can predict future price returns. We first review the many potential...
Financial policing takes on a touch of Silicon Valley glamour
Central bank eyes big data and psychology
Position sizing manager's most important quality, says study
Bank fines hit £1.37 billion in 2014, a fourfold increase on previous year
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.