Investors chasing returns risk defaults
Liquidity could suffer if sharp practice takes root in Sef markets
How Asian insurers can take the ERM function to the next stage
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Features articles
Longevity risk transfer market must overcome fundamental issues
Can management companies save hedge funds from the threat of AIFMD?
Over two decades, magazine has shared in industry’s highs and lows
Companies see potential in moving into new role as service providers
Tight timetable gives Europeans little time to comply
Shortfall in biggest power market exceeds $1 billion since 2010
Eurex and SGX can borrow from their central banks, while rivals have to rely on common-or-garden lenders
Jitters subside as industry ponders role of trading and mark-to-market accounting
Yen and dollar funding discrepancies hit Nikkei options market
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.