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...
More Aaron Woolner articles
Doubling Japan's inflation target has been viewed as a big deal internationally but players on the ground say the impact on the domestic inflation market has been limited
Impact-adjusted valuation and the criticality of leverage
Bucking the trend
Asset managers in Asia are being hindered in preparing for OTC clearing by a lack of clarity over location
Experience of the Asian financial crisis leads Bank of Thailand's deputy governor to question the LCR parameters
Interviewed at the Sibos conference in Osaka, David Puth talks about growth plans for Asia and the risk management implications of central clearing
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.