Winton Capital Management
Social media and live newsfeeds not so far useful, hedge fund says
Top hedge funds from Europe recognised for outstanding performance
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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Return to normality
2013 winners include BlueCrest’s Leda Braga for outstanding contribution to the hedge fund industry. Others honoured include Cern Pension Fund, Winton’s David Harding as well as some big-name fu...
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.