Antonov, Konikov and Spector adapt the popular SABR model to a negative rates environment
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Denver RIA became engrossed in world of derivatives following financial crisis
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Indian firms move away from using forwards in a bid to grab upside benefits of future rupee appreciation
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Volatility returned to eurodollar last week, as forex traders priced further downside risk into euro options
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.