This paper explores the effect of central banks' intraday liquidity provisions on the timing of payments in a real-time gross settlement (RTGS) system and how dependent they are on incoming payments. This...
Electricity market excites investors, but challenges remain
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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An acquisitive spirit
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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.