Risk perceptions on Tunisia, Egypt, Morocco and Bahrain widen
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Michael Watt articles
Spreads widen in Egypt and Bahrain as popular protests continue across the region
Eurozone risk perceptions fall while Egypt remains on a knife edge
The power of peer pressure
Shortage of high quality liquid assets prompts Danish regulators to push for changes to the liquidity coverage ratio within the European Union capital requirements directive
Meanwhile, Egyptian spreads narrow despite ongoing political turmoil
Fitch downgrades Egyptian credit rating as protests spread across the country
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.