The carry trade has been much maligned over the past 12 months. A key driver of hedge fund profits in recent years, the strategy blew up spectacularly last year, hit by mass unwinding by hedge funds desperate...
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Banking supervision must focus on better capital and liquidity standards, said Adair Turner, chairman of the UK Financial Services Authority (FSA).
US regulatory authorities yesterday released proposed guidance on contingent funding and liquidity risk in a bid to bring US financial institutions into alignment with international liquidity standa...
The US Treasury's plan to dispose of warrants in banks held under the Troubled Assets Relief Program (Tarp) could have a significant impact on the options market, according to analysts.
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.