Bank of England paper uses BIS banking stats to show potential for cross-border contagion has been rising for past two decades, reaching its apogee at the time of the Lehman Brothers’ collapse
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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Risk vs reward
Equities and bonds are overvalued while commodities and emerging markets look equally unattractive, according to Société Générale's 2011 Outlook presentation
Portugal sells $1.6 billion worth of government debt at auction, but commentators remain wary of fundamentals
Global carbon market gears up for 2011 climate talks
The G-20 does not plan to sit still after its historic endorsement of Basel III. New targets include too-big-to-fail institutions, the shadow-banking system and commodity derivatives, according to C...
The US bank's treasury and securities services chief for Asia, Thomas DuCharme, has named his team heads for Japan and South-east Asia
Asia Risk awards 2010: Derivatives house of the year, Japan
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.