Deutsche Bank hires Nomura’s Neal for listed derivatives
Wayne Byres is set to become chairman of the Australian Prudential Regulation Authority when his term as secretary-general of the Basel Committee on Banking Supervision ends
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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More Stefan walter articles
On the scrapheap
Beyond Basel 2.5
Walter joins Ernst & Young regulatory push
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
A recipe for disaster?
“It’s good to have hard deadlines”
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
Equities do not have the necessary characteristics to be included in the liquidity coverage ratio, says general secretary Stefan Walter – but some banks disagree
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
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