Bank withdrawals from commodity trading fail to dent enthusiasm
Shell compliance officer warns of "serious threat" posed by EU rules
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
Deutsche Bank innovates to succeed in range-bound markets
Technical skills help SG CIB win tricky energy finance deals
Data giant responds to needs of Asian energy traders with oil modules
ANZ connecting physical players with reach and structuring ability
Trading firm sees rapid expansion in markets and counterparties
Graduates must be warned of the serious risks of market abuse
Efet board member calls for dramatic overhaul of subsidy regimes
Spread option pricing: importance of forex risk factors illustrated
Wall Street is cutting back, not quitting the market altogether
Counterparty concerns could lead to increased use of clearing
Financial models fall down in energy markets, argues Kaminski
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.