Bank of Thailand director warns of financial liberalisation dangers
A new decree sets out legal framework for establishing futures market
Reform process underway but global firms need convincing it will succeed
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Government needs to establish local rates standard, say global banks
ETF marks first stage in moves to create domestic derivatives market
Overproduction and resulting lower prices could spur development of nascent sector
While the Vietnam regulator is consulting on setting up an asset management company to take on NPLs to help clean up domestic banks' balance sheets, slow progress is being made towards Basel II
Getting on top of ANZ's "super regional" strategy is the chief risk officer's main focus
Lack of data for models is a function of Vietnam’s new capital markets – but no reason why the quality of data cannot improve over time, say speakers at Risk Vietnam conference
The visa pleasers
Standard & Poor’s has launched the S&P Civets 60 index, designed to track stocks in non-Bric emerging markets
Energising the future
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.