Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
Systemic risk is down, but not due to G-20 reforms, say end-users
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New equity options on two exchanges
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A three-year avoidance of European-linked structures at an end
Yen and dollar funding discrepancies hit Nikkei options market
Platforms say divide between US persons and non-US persons will remain
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.