Q&A – Kathryn Shih, UBS Wealth Management
Local insurers are still offering products at cheaper prices compared with insurers offering risk-based capital structures compliant with Solvency II, according to Doug Caldwell, chief risk officer ...
“It’s good to have hard deadlines”
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Hiromi Yamaoka from the Bank of Japan, Masao Hasegawa from MUFG, and Takashi Oyama from Norinchukin Bank explain the lessons learned following the Great East Japan Earthquake on March 11. These incl...
Kwame Okyere-Mensuo, technical adviser at Ghana’s Ministry of Finance and Economic Planning, talks about the country’s pioneering import hedging programme, as well as the hedging of output from ...
A foothold in reality
Experience from Japan’s financial crisis in the 1990s showed the importance of maintaining the core intermediation function of banks by not placing an excessive regulatory burden on them, a lesson...
Mexico's 2012 oil hedging programme
Quants' golden age
Everyone has a shared interest in the success of the Greek bailout because "the alternative is so much worse for everyone", says IIF deputy managing director
Melanie White speaks to Charles Muller, deputy director general for the Association of the Luxembourg Fund Industry (Alfi).
In conversation with...John Redwood
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.