A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Inter-dealer broker GFI is attempting to establish a benchmark daily 'revaluation fixing' service for currency options in response to new accounting standards designed to assign a fair value to deri...
The Hong Kong Exchange has agreed to let information vendors such as Reuters and Moneyline Telerate list its derivatives prices for the first time, in a move designed to improve market transparency.
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.