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 Dodd-Frank Act articles
Fugitives and fast-movers
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
The US energy industry scores a victory as the Commodity Futures Trading Commission finalises two key pieces of Dodd-Frank derivatives regulation, modifying its original proposals to ease the compli...
Chilton warns banks to either co-operate with regulators on the Volcker rule or get out of its way, as it is definitely happening
Editor's letter – getting the middle-office systems right
A committed committee?
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.