Veteran equity derivatives banker founds London-based firm Alpima
Liquidity issues mean the MAS is right not to bring in Sef trading
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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Regulators criticised for reticence over why they rejected some test results
Ice says move is “not an outcome we want to see” but Emir margin could drive users away
'Fairly threatening' letters caused consternation among derivatives end-users
Senior auditor calls for mix of metrics and judgement
Local banks have so far been reluctant to move beyond regulatory CVA requirements
China will instead look to build futures trading onshore via the Shanghai free trade zone
Australia's authorities look into sudden moves in the Aussie's value
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
Banks will have to account for CVA, but are not expected to price it into OTC deals
Most respondents say paper trading had some impact, but disagree on how much
Charge was felt to be "too difficult to capture" without complex rules
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.