Central bank will coordinate switch to new risk-free benchmark
More Duncan Wood articles
More than 75% of respondents expect dealers to pursue joint ventures
US regulator will lean on international principles – but to what extent?
New analysis shows CDOs can withstand high levels of correlation – what they can’t cope with, though, is a sudden change in risk appetite
"It's quite clear there is a US camp and a European camp," capital head tells conference
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.