Canadian information and technology provider Thomson Financial has released its 'Vestek Fundamental Risk Model', which is designed to identify the sources and size of portfolio risks.
Thomson Financial Europe has promoted its sales and trading head, Donal Smith, to the newly created position of chief operating officer as part of a reorganisation today that centralises sales, appl...
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.
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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.