London school of economics
Competition with bond markets raises danger of crash
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 London school of economics articles
Study disproves commonly held negative perceptions of HFT
Reliance on efficient markets hypothesis to develop policy frameworks must be reversed, LSE’s Brandon Davies and Fathom director Danny Gabay argue
Basel Committee’s Peter Praet acknowledges disagreement; Charles Goodhart warns lack of consensus will stop central banks acting to stem financial imbalances
Charles Goodhart, Sir John Gieve and Paul Mortimer-Lee say regulation is best housed within the central bank but warn challenges remain
Association for Financial Markets in Europe proposes regulator-enforced version of contingent capital to replace state-funded bailouts; proposals still troublesome, Goodhart says
Derivatives are both a help and a danger to global financial stability, according to the deputy governor of the Bank of England, Andrew Large.
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.