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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The US Treasury should expand its bank holding company stress-testing programme to include smaller firms, the Congressional Oversight Panel said on August 11.
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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.