Loose monetary policy leaves firms with no option but to buy overseas assets
High-net-worth investors pile into dollar and commodity structures as PBoC loosens
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Interest rates articles
Cheaper swaps are encouraging some companies to chase lower debt costs
Regulatory body to focus on rate-sensitive products and protection for retail clients
Sponsored feature: Pimco
ECB rate cut to drive modest recovery in eurozone
Societe Generale wins Structured Products interest rates award for Asia
Sponsored interview: Societe Generale
Out-of-step central banks could give market pause for thought
Firms consider the return of more volatile conditions
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Falling deposit rates and positive returns boost sales
India becomes latest Asian jurisdiction to move to a market benchmark
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.