Utility's split is just the latest transition in David Port's career
Vincent Kaminski explores the potential dangers lurking in oil markets
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.
More Mark Pengelly articles
Monitoring and assessing risk culture using quantitative techniques
EU law threatens to engulf commodities industry in financial rules
Flexible, martingale duality-based method provides reliable valuation
Tracking performance of ETFs is examined, with a focus on volatility decay
Liquidity plays a vastly underappreciated role in commodity markets
Vitol’s Bake and Icap’s Newman discuss evolution of energy market
Massad’s CFTC appears to be moving away from mistakes of Gensler era
Bank withdrawals from commodity trading fail to dent enthusiasm
Shell compliance officer warns of "serious threat" posed by EU rules
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.