Worries over counterparty credit risk stymied the development of the market for exchange-traded notes, but as those concerns recede and the products spread outside their home in the US, 2010 could b...
The collapse of Lehman Brothers has brought new weight to calls for open architecture structured products platforms in closed US distribution channels, to sufficiently diversify client credit risk. Even...
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.
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Private bankers are buying an increasing number of structured products linked to currency movements in a bid to provide more attractive yields to their clients.
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.