New dangers and new maturity mark a milestone year for op risk
Carney’s words echo work of Émile Zola on the value of social capital
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Invisible framework enables risk management in a more efficient manner
Lower trading costs could tempt funds, managers and dealers
As global markets focus on Japan, China and India are set for upswing
Financial institutions must ensure clients' interests aren't compromised
Post-crisis laws are generating deep uncertainty for commodity market
Regulating the use of colour in structured products marketing
US would have benefited from pragmatic European approach
Pension fund equities pullout at slowest pace since financial crisis
How to do business in red flag states
Fixed income returns more appropriate performance metric
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.