Chanos also takes shot at Sotheby's at Sohn conference
Lack of data for models is a function of Vietnam’s new capital markets – but no reason why the quality of data cannot improve over time, say speakers at Risk Vietnam conference
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The Nordic market has been slower to pick up on the trend for exchange-traded products than its southern European counterparts but progress comes with Swedish bank Handelsbanken’s listing of Finla...
The Nordic market has been slower to pick up on the trend for exchange-traded products than its southern European counterparts but the market is growing and now Swedish bank Handelsbanken has listed Finland's...
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.