The involvement of both the public and private sectors is essential to accurately value illiquid assets before public funds are used to remove them from dealer balance sheets, Federal Reserve chairm...
Daily news headlines
A proposal by a consortium of major derivatives dealers to acquire London-based clearing house LCH.Clearnet has led to suggestions that banks becoming intimately involved in the clearing process cou...
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 Central banks articles
The US market had its busiest day of the month yesterday, waking up a moribund week. The 30-product flurry consisted of 25 Barclays-issued reverse convertible notes.
The US Treasury is investing another $200 billion in Fannie Mae and Freddie Mac, as part of a fresh effort to prevent a wave of foreclosures.
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.