Regional KYC requirements adding to global regulatory burden
US will not be in first wave of five approvals for "most advanced" countries
Carney’s words echo work of Émile Zola on the value of social capital
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
If positions can be ported easily, clearing members should not be on the hook
Missing and conflicting trade identifiers plague Europe's reporting regime
European members of non-EU CCPs face "capital cliff"
Swap dealers playing a guessing game while complying with CFTC rules
Clearers do not need an exemption to solve EU-US rule clash, conference told
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
Sponsored Q&A: OCC
Esma commodity proposals closely scrutinised by market participants
No easy solution as European and US reporting rules collide with foreign laws
Lack of alternative Sef regimes makes US approach de facto standard
UK's FCA warns US plans may not pass European equivalence test
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.