Risk Awards 2015: How 'hybrid cloud' helped China's Bloomberg
Compression is the ultimate retort to those who equate notionals with exposure
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.
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The future of swap clearing depends on the finer details of the supplementary leverage ratio
Collateral posters should pay when rates are negative, US banks believe
Automated risk systems vital, says Tower Research Capital CRO
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
Enquiry now underway, AMF official tells conference
XVA specialists spark debate on regulation and risk-neutrality
Korean won swap liquidity could suffer if KRX service is not approved
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.