Industry achievements over past year rewarded
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The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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But FSB aims to overcome data aggregation issues
Around three-quarters of respondents expect clearing providers to stay the course
EC internal markets head says clearing system not ready for pension funds
Fresh uncertainty over Esma's recognition of KRX's OTC clearing house
Growth in assets under custody gains momentum in past year
CCP cleared P2P market option in place of prime brokers
High-quality ABS will need some form of public backing to reach potential
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.