Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
US CCPs may need committed funding to count US Treasury collateral as liquid
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
Politicians may be unwilling to consider it, but the eurozone’s problems could be solved through a slight twist on debt monetisation, argues Marcello Minenna
Leverage-only approach would set prudential rules back 50 years, warns senior Canadian regulator
Dividing the over-the-counter market into cleared and uncleared products creates extra risk and inefficiency, critics claim – it also creates an opportunity for services that can repair the damage...
In this video discussion, Duncan Wood, editor of Risk, talks to Nick Sawyer, Risk’s editor-in-chief, about attempts to price in a replacement valuation adjustment on derivatives trades
A clear alternative?
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.