"Buy-side firms say they want more liquidity and choice. Now, they have choice"
Collateral posters should pay when rates are negative, US banks believe
Traders fear swap market will be split by 0% floor disputes
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Regulators and accountants don't agree on CVA but banks say smart hedges exist
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Dealers are predicting up to a 50% spike in business next year
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Real money firms have enough collateral to stick with swaps, buy-side exec argues
Collateral transformation facilities being lined up but are not being used
Onshore mandates give Asian economies the edge in developing forex clearing
Job changes in the derivatives, regulation and risk industry throughout Asia
Credit repacks and collateralised loan obligations back en vogue
International players have concerns over first RMB oil contract
Japanese clearing house will soon be able to clear for US clients
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.