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Valuation of derivatives instruments has become a key focus for regulators and banks since the onset of the financial crisis, leading to greater demand for transparent and independent valuations. A ...
The past 20 years have seen an increasing focus on mark-to-market accounting when determining corporate profits. This has been accompanied by a dramatic growth in contracts where multiple complex co...
Stephen Bennett, global head of portfolio management at Canadian Imperial Bank of Commerce (CIBC), believes credit derivatives are playing an increasingly important role in the loan market, both as ...
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.