The publication of swap definitions earlier this week initiates a 60-day countdown for compliance to key parts of the Dodd-Frank Act
A CFTC source acknowledges that inconsistencies in the proposed interpretative guidance on the cross-border application of Dodd-Frank will have to be ironed out
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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A tangled web
Fugitives and fast-movers
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.