Funds urged to build treasury savvy as prime brokers retrench
CQS leads way in pushing for higher standards for hedge fund industry
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US funds expected to start investing heavily into Indian markets
Large US fixed-income funds moot rate-rigging legal action
Lower trading costs could tempt funds, managers and dealers
Hedge funds to follow US model by taking on bank risks
Bank's head of prime services say launch is "a couple of weeks away"
Esma needs help to balance transparency and liquidity, says authority's chair
Too-big-to-fail issue, swap market overhaul and shadow banking all on to-do list
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.