Credit default swap spreads in Europe have remained relatively tight this week despite falling equities. The trend is being supported by the current dislocation between credit and equity, and also c...
JP Morgan Chase plans to give a number of presentations to asset managers to encourage them to use credit derivatives to enhance returns.
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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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.