The large number of trade repositories planned globally will reduce the quality of data, panellists warn
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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Need for speed
Clearing link with KRX will lead to larger volumes and efficiencies at SGX
The move by European authorities to exempt European banks from holding CVA capital should be matched by regulators in Asia, according to senior bankers in the region
Addressing ACI Congress delegates, deputy prime minister and chairman of the Monetary Authority of Singapore talks up Singapore's ability to facilitate the growth of renminbi trading outside China
New MAS proposals to unify investment guidelines for all insurers, and in doing so limit derivatives usage, will not affect existing investment policies for insurance firms
While foreign hedge funds have been driving down the value of the yen, now Japan insurers may strengthen the trend
The largest pension schemes in Hong Kong can potentially be exempted from Fatca after being judged by the US to be low risk for tax evasion
Steeled for the fight
The CFTC’s no-action relief letter issued late last year and SGX’s upcoming iron ore futures contract have ended uncertainty and brought back hesitant market participants
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.