Restriction could impact risk monitoring and liquidity definition
Industry calls for more clarity on hedging exemption
Energy contracts dip as firms avoid European regulatory burdens
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.
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Discussion paper asks 139 questions on new transparency regime
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Clearing members welcome Basel's fifth – and final – version of charge
US regulator will lean on international principles – but to what extent?
CFTC relief expires on June 30, but countries need more time to change laws
Implementation will only increase uncertainty, argues EEX COO
Redress payments still rising for UK banks over unsuitable rate products
Companies invest in trade surveillance as regulators tighten scrutiny
Proposed bona fide hedge exemptions are too narrow, firms say
Suncor voices concern over clearing costs for derivatives dealers
Funds urged to build treasury savvy as prime brokers retrench
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.