New lead for SEC's complex financial instruments unit
Innovative weather risk transfer deal exposes limitations of ILS
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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If you build it, they will come
Basis risk continues to worry pension funds, consultants say, despite the latest attempt by Deutsche Bank to create a flexible index-based longevity hedge
Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral av...
Asia Risk awards 2013 winner: Standard Chartered – Derivatives House of the Year, Asia ex-Japan
Dealers have sold products their clients did not need, says top quant – and industry must refocus on legitimate risk transfer
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.