Banks round on one-size-fits-all rules for market, credit and op risk
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Risk management articles
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Didn’t take BBA inquiries into low-balling too seriously
Accused Libor rigger faced hurdles influencing Citi submitters
Rating agencies "might be wrong" to see swaps as safer, says eurozone resolution chief
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.