HSBC has attempted to improve the accuracy of its credit portfolio economic capital forecasting by extending its model beyond a one-year horizon
Standard Bank is a big player in its home market, with good international ties - now, the idea is to use those strengths to support the development of sub-Saharan Africa
Credit derivatives house of the year: Credit Suisse
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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Equity derivatives house of the year: Morgan Stanley
Currency derivatives house of the year: Bank of America Merrill Lynch
Interest rate derivatives house of the year: Goldman Sachs
With around $1 billion deployed in capital relief trades and the same amount in direct lending, Chenavari has found a sweet spot for investors - but a danger area for regulators
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.