Currency risk from weak yuan and restrictions on moving RMB offshore will deter investors
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
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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Airlines set to remain on fringes of emissions scheme until 2016
O’Connor to lead bank's North American commodity finance effort
“There’s no single truth in these markets,” argues institute director
Insurgents increase involvement as major global banks retreat
Dodd-Frank Act to boost CFTC war on market abuse, says Meister
Departure from firm in 2002 was ‘right decision’, says former CEO
"Financial revolution" can no longer be ignored, argues Krapels
Fed proposal is driving banks out of physical markets
Ofgem hopes moves will boost liquidity for small suppliers
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
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.