A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Goldman Sachs articles
Reverse convertibles from UBS linked to Chesapeake Energy shares have the highest riskmap scores in the latest filings with the Securities and Exchange Commission
Ten leveraged return structures from four different issuers in the latest SEC filings show that a degree of risk appetite has returned to the market
Smaller op risk teams mean that the message gets across better, conference is told
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
An increasing appetite for electronic trading by domestic Indian firms is being stymied by issues over market structure and regulatory climate
The alpha trackers
Most of the latest structured products filed with the US Securities and Exchange Commission are linked to shares of companies from the energy and natural resources sector
Barclays Bank has offered a digital and a leveraged return product in the US, both of which offer high rates of return
Digitals and leveraged return notes linked to the S&P 500 are among the latest products to be filed with the SEC, while UBS has offered a reverse convertible linked to MGM Resorts
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.