Investors are now demanding greater operational risk controls and technology can provide the infrastructure needed to allay concerns.
The issue of counterparty risk has been near the top of the agenda for sell-side and buy-side firms ever since the Lehman collapse. In association with Fitch Solutions, Credit carried out a global survey...
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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Hedge Funds Review has announced the winners of its eighth European Fund of Hedge Funds Awards. These FoHF awards are the only ones celebrating success in the FoHF industry.
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.