Sydney home to world's fourth largest IRS market but is that big enough?
Collateral posters should pay when rates are negative, US banks believe
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Editor's letter articles
Massad’s CFTC appears to be moving away from mistakes of Gensler era
Credit repacks and collateralised loan obligations back en vogue
US move from T+3 to T+2 next in sights, says DTCC
Decision-making failures are being tackled in three very different ways
Regulatory ruling confirms what was expected of private placement regime
Huge losses will affect risk modelling and capital calculation
Corporate bond and commodity derivative sectors are the prize
Lack of long track record may deter investors
Are those who assume structured products consolidation is bound to happen mistaken?
Rigging liquidity scheme payments adds insult to injury
Wall Street is cutting back, not quitting the market altogether
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.