Trial dates set for Rajaratnam, Chiesi
Many passive returns
Philippe El-Asmar is taking on a new role at Barclays Capital in Hong Kong, while Kevin Burke is moving to London to fill his shoes.
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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Citi opens hedging desks in Johannesburg, London, Sao Paolo and New York to help Chinese multinationals with hedging, cash management, trade and treasury services and lending activities
Lack of Federal oversight should not be obstacle to equivalence, says key state regulator
Citi Private Bank has added three private bankers in its New York office. All have moved from US Trust, Bank of America Private Wealth Management, with two joining as managing directors and one as a...
Basel II and today’s market landscape make it essential for financial institutions to manage risk and capital in a systematic and transparent manner across the enterprise.
Private bankers are buying an increasing number of structured products linked to currency movements in a bid to provide more attractive yields to their clients.
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.