Kieron Smith joins French bank after structured products acquisition
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Risk Awards 2015: German bank managed to marry efficiency with high margins
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EU stress tests showed €34.5 billion notional legacy book
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Deutsche AWM wins the bank technology innovation award
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Core rates products may only be offered to “key clients”
Analysts extrapolate from £1.8bn FCA fine
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.