Trade of the month: Emerging markets underlyings
The RDR effect
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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Touchstone appoints BNY Mellon to four more funds as the year ends with a steady stream of securities services mandates
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.