EC official voices concern over the long arm of US derivatives rules
French bank becomes the latest to divulge a revenue impact from a change to overnight indexed swap discounting
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Derivatives articles
Outgoing Isda chairman Eraj Shirvani spoke to Risk's deputy editor Duncan Wood about how derivatives operations, and end-users, will have to adapt to the impact of new rules
Isda's Conrad Voldstad, along with Credit Suisse's Eraj Shirvani and Stephen O'Connor of Morgan Stanley discuss the near future for the derivatives industry
SEC chair says Dodd-Frank Act should be adapted to fit markets
A selection of videos from the Risk Europe 2011 conference on April 5 & 6 in Brussels, Belgium
Capturing credit correlation between counterparty and underlying
Council removes back-loading provision in Emir proposal
FM Capital - a UK hedge fund with ties to Libya - gets HM Treasury licence to keep trading, but dealers are wary
Renewed risk appetite
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.