Executives will be liable for banks’ misconduct under Senior Managers Regime
Verdict due on March 4 in first of three UK complaints about eurozone clearing
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Regulation articles
Central bank eyes big data and psychology
Hedging threatened by treatment of liquidity and diversification, critics claim
Exemptions for bona fide hedging are too limited, companies say
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
One bank faces 3% hit to equity ratio if EBA proposals accepted
Firms struggle to work out reporting mechanics before October deadline
JAC calls on regulators to co-ordinate cost disclosure rules in KID with Mifid II
End-user relief has good shot at surviving Obama veto, observers say
CFTC head acknowledges difficulty faced by hedgers in illiquid commodities
US politicians argue "unwarranted" capital burden will hike end-user costs
Systemically important status seen as business threat by asset managers
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.