Government needs to establish local rates standard, say global banks
Failure to apply hedge accounting means derivatives bring balance sheet volatility
Low volatility and greater local competition hit global banks' numbers
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/Asia articles
Job changes in the derivatives, regulation and risk industry throughout Asia
Latest relaxation of Taiwan's financial regulations gives local banks access to massive market
Onshore derivative market is the focus for Osaka Securities Exchange
Credit Suisse and one other private bank to sign to Melbury platform
Stock connect to be catalyst for A-share inclusion in MSCI index
People are the biggest 'tail risk' in the financial system
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.