Agency chief sidesteps question over whether Gensler rushed rules
It was “absolutely certain” that SNB would end Swiss franc floor, says vice-chair
HSBC quant builds funding costs and haircuts into Black-Scholes option pricing formula
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Options articles
Potential US rate rise puts rupee depreciation back on the table
Onshore corporates yet to take advantage of increased hedging options
Energy firms need clarity on 'seventh prong', commissioner says
Agency said to be exploring solution for embedded volumetric options
China exchange developing technique to reduce margin requirements
Carney’s words echo work of Émile Zola on the value of social capital
Hedge funds holding their nerve in game of volatility limbo
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
Yen and dollar funding discrepancies hit Nikkei options market
Korea trading snafu casts doubt on KRX's default fund structure
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.