Bank will remain a market leader despite Mercuria sale, say new co-heads
Banks believe they can cut the notional value of their swaps books in half by the end of next year
Insurance tie-up is part of trend for firms to maximise efficiencies
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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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.