An improved Japan economy is ramping up quant investor activity across Asia
No regulatory focus on emerging Japan liquidity swaps market
CCPs should have complete transparency on risk to prevent margin-related failures
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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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.