BNY Mellon and Citi pick up two key mandates in the important Chinese market
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Banks have launched a swathe of S&P 500 leveraged return notes on the back of new highs for the benchmark US equity index
Trade of the month: the impact of RDR on structured products
Financials, energy and natural resource stocks form the basis of most of the latest raft of reverse convertibles from UBS
Reverse convertibles from UBS linked to Chesapeake Energy shares have the highest riskmap scores in the latest filings with the Securities and Exchange Commission
Ten leveraged return structures from four different issuers in the latest SEC filings show that a degree of risk appetite has returned to the market
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.