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Nosheen Khan, vice president, structured credit valuations at Markit, examines the base correlation mapping methods for implying bespoke collateralised debt obligation (CDO) correlations from stand...
It may be accepted wisdom and proven fact, that the implied correlation that results from a dispersion trade does not equal the price of a correlation swap in the market, but AXA Investment Managers...
russia equity long/short
Speed is critical when going short in Asia's emerging markets, says Lionhart's Jason Kennard. Success means knowing the market and your customers, and having 24-hour access to a trading platform tha...
Stability, reliability and commitment, plus the ability to operate under local jurisdictions, are key to selecting prime brokers, says the head of prime brokerage at SEB, Jonas Lindgren
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.