Smaller firms struggling to meet requirements under Solvency II
New structure sets the stage for shift in emphasis
US regulator poised to release alternative regime to DCO licence
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
Caps and limits likely for private exchanges
Stress tests expose flaw in formula to calculate volatility adjustment
It is not clear that European rules will permit firms to use US collateral protections
Cumulative capital impact will weigh on big market-makers, academic warns
Watch discussions and speakers from our North America conference
FOS award prevents civil suits, judge rules
Esma opinion may dilute Priips upon implementation, say observers
Industry representatives call on Eiopa to soften draft specifications
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.