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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Impact study on long-term guarantees package is crucial for devising new Solvency II timetable
Last month’s court ruling against the US Commodity Futures Trading Commission’s position limits rule once again highlighted the uncertainty around regulation that players in the energy market are having...
CME Group is a big, successful company – too big, according to some. Speaking to Risk earlier this year, Michael Spencer, the chief executive of interdealer broker Icap, called it a monopoly and said...
The FVA debate continues
The Insurance Risk Awards: showcasing the creativity of the risk community
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.