But advisers add little value, select large under-performing funds
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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Order books could get a boost if regulator bars brokers from revealing counterparty IDs
Government needs to establish local rates standard, say global banks
Investors flock back to strategy after years of trickling inflows
Fund of hedge funds boss says certain strategies lack liquidity
Regulatory panel suggests backtesting internally is best practice
Failure to apply hedge accounting means derivatives bring balance sheet volatility
Low volatility and greater local competition hit global banks' numbers
Regulators could cap the maturity banks assume for large chunks of their deposit base
Market participants worry about all-important OTF designation
Hedge funds oppose gross and commitment calculations
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.