Cardano and PGGM promise not to give banks speculative trades
Lloyds, Barclays, RBS and HSBC still topping up provisions
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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Proposed revised standardised approach would hit big banks hardest
Regulator: poor risk-return the real barrier to insurers becoming more active
Securities house becomes first onshore firm licensed to trade with offshore dealers
Tax treaties likely to save ETF providers from a swingeing retrospective bill
Verdict due on March 4 in first of three UK complaints about eurozone clearing
Ill-considered futures trade claims first victim of tighter post-Qingdao financing climate
Central bank eyes big data and psychology
Exemptions for bona fide hedging are too limited, companies say
Emir segregated accounts pushing firms to trade OTC, says Jones
Potential US rate rise puts rupee depreciation back on the table
One bank faces 3% hit to equity ratio if EBA proposals accepted
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.