Technological breakthrough could rewrite the rules of power trading
Flexible, martingale duality-based method provides reliable valuation
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Sponsored video: Societe Generale
New areas for quant research are in abundance, but resources are not
Insurers seek an easier way to generate reports as regulations rise
North American shale boom and renewables growth underline importance
Not-for-profit modelling framework aims to liberalise the catastrophe risk model industry
Most European insurers do not hold Solvency II compliant documentation, finds survey
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.