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The Madoff Case: Quantitative beats qualitative!
Basel III Liquidity
Liquidity risk
Basel III key updates
Interest rate models
Solvency II
Double barrier options
The Stress VaR
Use of backtesting
2007-2008 Crisis
Return smoothing practices
Basel III
HuLK Value-at-risk
VaR measure
Hedge Fund returns & Peak to valley
The Dodd-Frank Act
Measuring nonlinear risk
Measuring Hedge fund risk
Navigating the perfect storm
Hedge Fund risk
Fat tailed models
Time bombs
(Anti) Fragility
Bias ratio indicator
Non-centrally-cleared derivatives
Return-based model
Basel III Revisions
OPCVM
Keeping the devil in its box
Yield curve smoothing
Implementing AIFMD
Volatility of low rates
Bermudan option pricing
Basel II revisions
CESR’S GUIDELINES
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