Variable rate demand note (VRDN)
Dodd-Frank rules take aim at brokers pushing rate swaps for bigger commissions
The municipal bond market in the US is still largely in a state of disarray, well over a year after the collapse of the auction rate securities (ARS) sector, though signs of recovery are visible in ...
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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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.