According to LCH.Clearnet Ltd's chief executive, what clearing houses do is akin to landing planes. Last year, the firm focused on keeping its safety record spotless
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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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
Hedge fund clients of Barclays can use the bank's own margin calculator to construct their portfolios - while the bank uses it to manage net counterparty exposures. Both sides benefit
Capital and funding efficiency is a new discipline for derivatives desks, and there is a shortage of comprehensive systems - so Lloyds Banking Group teamed up with Markit to build one
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A 30-fold increase in its computing grid, enabling coverage of 90% of the bank's derivatives business - a two-year overhaul of the counterparty risk framework at Royal Bank of Scotland wins this yea...
A rule by any other name
Not too big to fail?
Vincent Craignou moves to Brevan Howard, Gavin Wells takes responsibility for CDSClear, and Thomas Poppensieker takes Deutsche risk role
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.