Cost of insuring against a German government default remains stable after yesterday’s lacklustre debt auction, but risk perceptions on German banks surge
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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DZ Bank, the largest central co-operative bank in Germany, has made significant trading losses from its zero-coupon interest rate swaps positions.
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.