Andrew Tjaardstra reviews the major mandates from asset managers, pension funds, insurers and banks during the year 2011
A suitable ploy?
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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Beyond Basel 2.5
Clash of the titans
Out of proportion?
The AMA today
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.