July, 2015 August 7, 2015 MARKET & LIQUIDITY RISK MANAGEMENT

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For more information callExperience Matters Capital Market Risk Advisors, Inc., www.cmra.com, (CMRA), a leading risk management, risk governance, and litigation support boutique for the past 20 years, annou

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Reform of financial market regulation: What have we achieved, what else do we need? ETH Risk Day 2012,

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1. IMF’S LATEST HOUSING MARKET ASSESSMENTS  Czech Republic (Article IV): “A strong housing market is becoming a potential source of risk”, according to the IMF’s report on Czech Republic.

Source URL: unassumingeconomist.com

Backtesting Value-at-Risk: A Generalized Markov Framework∗ Thor Pajhede† October 20, 2015 Abstract Testing the validity of Value-at-Risk (VaR) forecasts, or backtesting, is an integral part of modern market

Source URL: www.cb.cityu.edu.hk

RISK DIGEST: Foreign Exchange Market Weekly Report; 29th January, 2016 Naira Resumes Free-Fall Across Board, as MPC maintains Status Quo

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33636_Chart_EMIR-MIfid-CRD_080915

Source URL: cbcm.commerzbank.com

• Economy
• Finance
• Money
• Systemic risk
• Financial services
• Financial markets
• Stock market
• Clearing house
• Commerzbank
• European Market Infrastructure Regulation
• Collateral management
• Derivative

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Source URL: financialreg.nd.edu

• Economy
• Money
• Finance
• Systemic risk
• Financial crisis of 20072008
• Federal Reserve System
• Credit default swap
• Market liquidity
• DoddFrank Wall Street Reform and Consumer Protection Act
• Too big to fail
• Lender of last resort
• Financial crisis

ICLR Friday Forum CANADIAN CATASTROPHE RISK & MODELING – 2012 AND BEYOND September 14th, 2012 Anya Sri-Skanda-Rajah, FCAS, FCIA

Source URL: www.iclr.org

• Economy
• Actuarial science
• Finance
• Money
• Insurance
• Catastrophe modeling
• Risk
• Scientific modeling
• Competition
• Market
• Pricing

The price of variance risk Ian Dew-Becker, Stefano Giglio, Anh Le, and Marius Rodriguez∗ November 12, 2014 Abstract The average investor in the variance swap market is indifferent to news about future

Source URL: www.istfin.eco.usi.ch

• Mathematical finance
• Economy
• Finance
• Money
• VIX
• Variance risk premium
• Variance swap
• Volatility
• Yield curve
• Swap
• Derivative
• Implied volatility