HR needs to have closer ties to op risk – both would benefit
Investors flock back to strategy after years of trickling inflows
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Lawyer advises counter-strike against dirty tricks campaigns
Disclosure orders lift corporate veil against third-party businesses
Automation and straight-through processing required to protect investors
Fund managers need to ensure internal controls are up to the mark
Collateral posters should pay when rates are negative, US banks believe
Massad’s CFTC appears to be moving away from mistakes of Gensler era
Credit repacks and collateralised loan obligations back en vogue
ECB rate cut to drive modest recovery in eurozone
Acquirers are being punished for actions they had no control over
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
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.