Exchange bins month-old rule after it led to huge spot-futures basis
Stays will extend to buy-side, repo, and securities lending, says BoE’s Gracie
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Duncan Wood articles
Risk Awards 2015: US bank finds cure for forex fatigue
Risk Awards 2015: Software is like Facebook for bond traders - but useful
Risk Awards 2015: SG created a clever equity repo workaround, while Newedge acquisition adds heft
Risk Awards 2015: Credit fund profited from October meltdown
Risk Awards 2015: French bank thrives on emerging markets and exotic risk
Risk Awards 2015: French bank shared trade finance exposure with World Bank
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.