Community data sharing could change cyber risk protocol
Academics echo Bank of England complaints over incomplete data
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 Data articles
Data giant responds to needs of Asian energy traders with oil modules
Sponsored Q&A: Allegro Development
Sponsored feature: Broadridge Financial Solutions
Post-trade Technology Vendor of the Year: Multifonds
Data needs to be understood across the organisation
BYOD doesn't necessarily mean data compromise
Internal fraud and data theft threats growing, conference hears
Delegates warned to monitor external as well as internal risks
Market is split on how to report volumes for multi-legged trades
PPI complaints continue to fall as banks hasten payouts
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.