Risk disciplines at the UK's Royal Air Force face similar challenges to the financial sector
Commissioner urges rethink of Dodd-Frank Act position limits rule
How firms and regulators are responding to pressures highlighted by November survey
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Features articles
As Thai investors look for more liquidity in longer-dated derivatives, structural barriers remain
Operational risk events driving business line transformation
Intraday bond move sent Goldmans into ‘state of alert level two'
Discussion crystallises over regulatory streamlining
Collateral use to become latest stage in RMB internationalisation process
Intelligibility is the key, AMF regulatory chief tells conference
Three custodians with roots in France collect 13 mandates
UBS promotes Shane Edwards to head of global equity derivatives
What impact does the 'revolving door' have on regulatory independence?
Outlook for 2015: regulatory pressures to ease, further flourish expected
Market’s big beasts played a part in wild and weird October 15 volatility
Operational risks from microlending increasing in developed and developing world
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.