UK bank's head of quantitative analytics leaves after 10 years
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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CFTC chairman and commissioner discussed withholding Giancarlo’s calls for rules reboot
Structured products trade body declines to include liquidity risk metric in ratings
IT systems not geared for trade reporting under EU anti-manipulation law
Such hedge funds cannot be assessed just by data
CCPs wary of risks as they vie to launch buy-side repo services
Regulators argue a backstop is needed to avoid too-low modelled numbers
India is courting global cash but barriers remain to foreign participation in market
Regulator will be lenient on latecomers as glitches resolved
2014 saw rising activity in Europe's exchange-traded and OTC gas markets
First consultation paper on banking book interest rate exposure is expected in March
Regulatory scrutiny will go deeper than point of sale
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.