Despite massive investment in human capital and technical resources, risk managers failed to warn about the dangers of toxic assets and excessive leverage in the run-up to the global financial crisi...
Time changes all
Single stocks the future?
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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Politicians may be unwilling to consider it, but the eurozone’s problems could be solved through a slight twist on debt monetisation, argues Marcello Minenna
Europe and the US have launched a number of initiatives as part of their drive to regulate the OTC derivatives markets. Jacqueline Low from the International Swaps and Derivatives Association explai...
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.