Bank supervisors should focus on improving internal stress-testing all year round
Thomson Reuters managed service eases burden of know-your-customer rules
AMA's likely demise is latest sign of worrying trend in bank capital rules
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Vendor outshines rivals and impresses clients with Chinese oil data
Financial crisis and shale revolution show nothing is certain - Kaminski
Regulation could "kill the markets by trying to make them safer", frets Uwe Schulz
Making the right decisions requires an enterprise-wide view of risk, authors argue
A framework that demonstrates optimal internal pricing will deviate from ‘arm’s length principle'
Price reporting agencies are an integral part of modern commodity markets
Energy industry veteran Kaminski offers a verdict - and some career advice
Outgoing president and CEO discusses challenges posed by renewables in Texas
Bonnefous defends investment in commodities amid market turbulence
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.