Frankfurt exchange expands its co-operation agreements with Taifex
Rise in equity markets makes it less costly for insurers to de-risk
Zhu moves from Goldman Sachs where she was a China equity strategist
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.
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Greater liquidity on long-dated swaps than on exchange-traded options
Onshore banks also tipped to benefit from new approach
Regulatory and price considerations key for China indexes
Japan expands scope of clearing regime
Money manager looks to access all liquidity pools
Parallel fund structures given the go-ahead by the US
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.