Beyond Basel 2.5
Low risk, high return
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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The AMA today
In Italy, bank governance is handicapped by the composition of the boards of directors, argues Federico Bottarelli Bernasconi
Beyond the big three
On the bright side
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.