Next-generation credit curves
Best actuarial software/risk engine: UBS Delta
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The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
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.