Former SEC and DoJ spokesman says uncertainty over new tactics is a powerful tool
Goldman Sachs report airs dirty risk laundry
This highly engaging intensive one-week course is designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. The course includes a day specifically dedicated to counterparty and enterprise risk. Save your seat now: programme starts March 23rd 2015 at Imperial College London.
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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.