An auction yesterday established a final settlement price of 57% for Washington Mutual bonds, leaving sellers of credit default swaps (CDS) with higher-than-expected settlement payments as they clos...
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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The Swiss structured products association (SSVP) has issued a statement that attempts to evaluate the impact of the Lehman Brothers collapse, while derivatives exchange Scoach has suspended trading of...
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.