Kicking cans, ticking time bombs
What bubble will be the next to burst?
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.
More Features/Hedge Funds articles
Survival of the fittest
Macro turning point
Looking for good returns
Watching the spread
Back to school
What do hedge fund managers mean by ‘absolute return’?
When Stanley Fink decided to come out of retirement after only a couple of months, few were surprised. The man who was one of the dominating characters of the hedge fund industry commands respect.
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.