Onshore derivative market is the focus for Osaka Securities Exchange
Dynamic strategies performing better in current environment
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.
More News articles
CRO of Prudential Financial puts case for longer-term view on capital
Credit Suisse and one other private bank to sign to Melbury platform
CME's Taylor claims approval for US regime is being unfairly delayed
Be open about liability illiquidity, urge panellists
Bankers point to opportunity for insurers to load up on short-dated credits
New guidance for countries to address money laundering and terrorism funding
Appointment signals new direction for unit, says minister
Four-digit codes allow investors to compare structures
Retroactive need to count up trades could hit clients this week
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.