The Nordic countries get lumped together for a variety of reasons – some sound and others less so. They have things in common: lots of coastline, a shared scepticism of the euro and an enduring fondness...
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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Supplement – June 2010
The Cayman Islands has seen its supremacy as the number one hedge fund jurisdiction rudely shaken. The question is how it will respond to the unprecedented challenges.
The sponsored supplement covering the first Americas Service Provider Awards in 2010
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.