Estimated losses are lower than in last crisis, analysts say
State-specific timelines are making it difficult to compare data
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Isda chair's comments at odds with industry calls for bigger CCP capital cushions
Moving reference rate from Fed funds to GC repo rate to pose few problems
Icap takes the top spot as brokers struggle with Sef switch-on
Powell says Fed will "make sure" move happens in coordinated fashion
Central bank will coordinate switch to new risk-free benchmark
Dramatic growth in required swaps collateral at Swiss FCM
CFTC relief expires on June 30, but countries need more time to change laws
Kicillof comments mean contracts can be extended, law firm argues
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.