Growth in WCS derivatives volumes highlights continuous evolution of the energy derivatives market
In many different guises, an ancient question still haunts human society: “What is the source of government legitimacy?” While this is largely settled in the Western industrial countries, David ...
Fines are driving up op risk losses, and the pace of prosecutions is not slackening
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Opinion articles
Insurance Risk launches updated, interactive iPad app
Tell a good story
Wishing won't make it so
Long-term guarantees assessment threatens to open more divisions in Omnibus II talks
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.