Industry calls for common trade reporting rules
The cost of reducing systemic risk is too high for the real economy, says Isda deputy chief executive
Initial margin requirements could increase liquidity strain on firms in smaller markets
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 Aaron Woolner articles
Planned one-basis-point charge will be levied multiple times in cleared trades – and could “kill the market”
The large number of trade repositories planned globally will reduce the quality of data, panellists warn
Mix and match
Chasing the dragon
The relaxation of Basel III’s liquidity coverage ratio (LCR) requirements have been a major boon to trade finance, a sector which expected to suffer badly from the new regulatory regime. But not a...
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.