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
Behind the facade
CFTC commissioners are concerned about the breadth of the Dodd-Frank swap dealer definition; staff call for electricity sector comments
Contradictions in the US regulations slowing down exit from Basel II parallel run
Senior regulators reveal "concern" over segregation of margin and swap data repositories
Potential liquidity mirage in foreign exchange markets must be addressed, says Michael Cross
Several Asian nations could compel their banks to clear swaps in-country - others seek to join foreign CCPs on special terms
Volcker rule may contain loophole that allows banks to invest in hedge funds
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.