Collateralised debt obligations have largely gone under the radar since the 2007 financial meltdown, when their market collapsed. Nearly every attempt at explaining the cause of their failure pointe...
Almost 60% of asset managers expect interest rate swap volumes to fall
More Derivatives articles
Banks have spent 'a lot of time and money' to avoid extra-territorial swaps rules
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
Taiwan's regulator warns banks about structured hedges
“Historical relationships” will make it difficult for prop traders and others to make markets on Sefs
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Sponsored survey analysis: IBM
Finra says year-long approval process revealed "notable outliers"
Technology shortfalls and lack of liquidity compound challenges
Challenges remain around secrecy provisions
ALM benefits potentially outweighed by rise in lapses
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.