Fresh uncertainty over Esma's recognition of KRX's OTC clearing house
Data shows users are not flocking to the product to avoid Sefs
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 Derivatives articles
Moving reference rate from Fed funds to GC repo rate to pose few problems
Authorities take further steps to bring $300bn of overseas traded securities onshore
Lack of disclosure in stake-building process raises questions
Market divided over whether long-only mangers can access China via the initiative
Fears relationship between credit indexes and constituents becoming more tenuous
CNT fixing will be a boon for Taiwan’s derivatives market
Powell says Fed will "make sure" move happens in coordinated fashion
China A50 futures and ETF inflows rise following HK Shanghai stock connect
Central bank will coordinate switch to new risk-free benchmark
Revamped ABS market will need state support if it is to be a game-changer for Europe
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.