Letter to the editor
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Letter to the editor articles
Much has been written on the proposed changes to the Basel Accord (Basel II), and we have been surprised that the vast majority of both academic and practitioner literature focuses on the prescripti...
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.