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US funds expected to start investing heavily into Indian markets
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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
Hedge funds holding their nerve in game of volatility limbo
US rules have broken the swap market in two, according to 60% of respondents to a poll
Ultra-high-net-worth investors ready to sink $300 million into market-making revolution
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.