Letter to the Editor
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 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.