The success of a trading company's value chain relies heavily on modelling platforms that can perform an array of tasks such as developing forward curves and calculating risk sensitivities effective...
Preparations are "running very smoothly" says CFTC chairman, ahead of first clearing deadline
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Australian domestic clearing house hoping to use lower margin costs as a means to win market share
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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.