Specials / Risk magazine
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 bulk of the Dodd-Frank reforms were implemented last year. Now it is Europe's turn. Is there anything Europe can learn from across the Atlantic?
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.