US regulators will require originators and sponsors of securitisations to retain 5% of securitised exposures and increase transparency of transactions, according to a leaked draft of a US Treasury ...
The European Union Capital Requirements Directive (CRD) is set to spawn three sequels, plus several spin-offs, before the end of this year.
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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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.