Short-term capital surcharge mooted in addition to longer-term reform
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Basel committee articles
Current plans unsatisfactory, says industry association
But concerns remain about effects on resolution and capital requirements
Reverse repo treatment in draft NSFR cuts ratio from 113% to 98%
Clearing members welcome Basel's fifth – and final – version of charge
Funds urged to build treasury savvy as prime brokers retrench
"It's quite clear there is a US camp and a European camp," capital head tells conference
AMA guidance coming soon, Fed economist promises
Basel III pushes US and European banks to Asia
South African central bank wants softer treatment for wholesale funds in NSFR
Repo netting criteria in the revised leverage ratio may be less forgiving than banks first thought
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.