Policy-makers should take note of flaws being pointed out in capital rules
Mainland firms are now looking beyond their borders
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.
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Gross notional exposure to interest rate and forex derivatives on the rise
Concerns heard as repo industry considers voluntary adoption of clearing
Question is not why provision died, but how it was ever born
Imposing CRD IV on trading houses, utilities and oil majors makes no sense
But EC antitrust probe does not hold the answer to Europe's energy dependence
OpRisk North America covers maths, psychology and everything in between
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.