News / Risk magazine
Some buy-side firms avoid illiquid underlyings over manipulation risks
Central banks could consider direct interventions in critical markets
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 / Risk magazine articles
EM currencies to get the best of the OTC and exchange worlds
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
Regulators could cap the maturity banks assume for large chunks of their deposit base
Members of parliament highlight flaws in government's approach
Technology has a crucial role to play, financial executives say
India among those lagging behind on legislative amendments
Industry achievements over past year rewarded
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.