Miners facing falling commodity prices and a depreciating Australian dollar
ABSTRACT The purpose of this paper is to build a contingent convertible bond (CoCo) model with a minimal number of stochastic factors that includes all relevant sources of risk. The value of a CoCo stems...
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A swap dealer’s products and services should offer the necessary flexibility and control to respond in real time to market volatility and changing business dynamics
Sponsored feature: CME Group
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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.