The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Features/Regulation articles
Grey skies over give-ups
Making sense of the moratorium
Triggering alarm bells
Crop of the props
Behind Basel III
The recent uprisings in the Middle East have presented increased challenges for financial institutions doing business in the region. Institutions have been required to react to and comply with impos...
Insurance sector needs globally harmonised regulatory standards
The perfect model (part II)
Ahead of the game
Meeting the challenge
The art of compromise
Fudging the issue
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.