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.
More Securities and Exchange Commission (SEC) articles
US SEC goes after Kenneth Starr’s lawyer
Bank of America settles for $137 million over municipal bond auction fixes
Behind the facade
New York attorney-general Andrew Cuomo sues accountants for signing off bank's plan to hide leverage
SEC considers ‘trading bands' to prevent a repeat of the flash crash
CFTC commissioners are concerned about the breadth of the Dodd-Frank swap dealer definition; staff call for electricity sector comments
Madoff employees charged with creating false documents and trades, and misleading investors
Capital management firms settle with SEC over failing to prevent misuse of non-public information
Change of mentality needed to confront rise in insider trading says Baker Platt director
Risk managers need to look closely at compensation, declares former US Treasury adviser
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.