Key information document and Mifid II definitions need work
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Higher discount rate can cut payouts to in-the-money clients by millions
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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Executives will be liable for banks’ misconduct under Senior Managers Regime
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Hedging threatened by treatment of liquidity and diversification, critics claim
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
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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.