Prediction of arbitrage-free option prices that outperform existing models
Technology shortfalls and lack of liquidity compound challenges
Challenges remain around secrecy provisions
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.
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ALM benefits potentially outweighed by rise in lapses
Regulator warns banks on structured currency trades as renminbi hits 18-month lows
Despite 2013 rupee volatility Indian corporates are reluctant to hedge
Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
There "could be a role" at one of the market's new utilities
European regulators confirm haircut will apply to both initial and variation margin
Hedging remains an issue until futures are launched in November
Shut off from foreign peers, US firms need dealers to access offshore liquidity
Corporates lag other participants; less than a third collateralising
Despite problems, Esma official says reporting roll-out went "pretty well"
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.