GFI has been voted best overall credit broker in Credit magazine’s inaugural IDB survey, winning plaudits for its strength across markets, liquidity provision and durability. Tullett Prebon also performed...
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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The restarting of private-label securitisation markets, especially in the US is critical to limit the real sector fallout from the credit crisis. At the same time fund managers are facing increase...
Supplement December 2009
A range of topics from oil prices to the future of alternative investment funds in the Middle East were covered at the Hedge Funds Review Middle East Investment Summit held in Bahrain.
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.