Tight prices won't last forever, says a senior treasurer
RBI considers further action to encourage overseas firms to use India's OTC and listed markets
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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Exchange would have a monopoly on packages that pair swaps with US Treasury futures
Nikkei lag to recent yen depreciation attracts hedge funds back to Japan
Working group still grappling with capital, timing, bankruptcy issues
XVA specialists spark debate on regulation and risk-neutrality
Range accrual and Tarf variants too complex for UK SMEs, critics say
Volatility spikes from 15 to 20 points after pro-democracy protests
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
But FSB aims to overcome data aggregation issues
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.