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
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Joe Rennison articles
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
Too-big-to-fail issue, swap market overhaul and shadow banking all on to-do list
Sliding profits are prompting banks to take a new look at an old idea – an industry run back-office utility
Credit Suisse will get access to “world-class” technology in joint venture
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.