The US Treasury's $700 billion Troubled Asset Relief Program (Tarp) is vulnerable to fraud, abuse and profiteering, due to a lack of proper supervision, according to a highly critical report fro...
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More News/Exchanges articles
The extra 60 days for public comment on the amalgamation of US and international accounting standards does not signify a stalling of the process, says a financial accounting chief
The decline in the rouble led to a boom for Russian derivatives exchanges earlier this year, but local conditions mean growth is unlikely to continue.
Swedish technology firm TriOptima has eliminated outstanding credit default swap (CDS) trades worth $5.5 trillion so far this year through its triReduce service, the company said today.
Changes to credit default swap (CDS) contracts due to come into force on April 7 could result in an upturn in trade-compression activity, according to market information provider Markit.
The ability of firms managing synthetic collateralised debt obligations (CDOs) has been “dramatically reduced” because of deal constraints, spread widening and market illiquidity, according to L...
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.