New sanctions on specific companies could trigger CDSs and complicate settlement
Clearing members welcome Basel's fifth – and final – version of charge
More Matt Cameron articles
Clearers do not need an exemption to solve EU-US rule clash, conference told
Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
Regulators want more consistency - and some are questioning AMA
European regulators confirm haircut will apply to both initial and variation margin
Despite problems, Esma official says reporting roll-out went "pretty well"
Bafin's König says early terminations could make bank resolution impossible
Capital benefits also remain intact for modelling banks, says Fed official
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.