Volume 3, Issue 2, 2014
Market participants welcome 90-day grace period as CFTC promises “thoughtful solution”
Expected payoff maximisation is a commonly assumed strategy in valuation. S Hossein Hosseini, Qiaoyan Bian, Jay Chen and John Jiang suggest that execution strategies may vary due to complex option s...
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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More Execution articles
In the execution cost problem, an investor wants to minimize the total expected cost and risk in the execution of a portfolio of risky assets in order to achieve desired positions. A major source of the...
The CFTC's broad definition of a US person could leave European hedge funds facing conflicting rules
US regulator is working on registration procedures, as well as market abuse codes, says CFTC CIO Rogers
TradingScreen has created a multilateral trading platform to streamline the process of corporate bond transactions by centralising the buying and selling of corporate bonds in Europe.
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.