Months-long delay to discussion paper said to owe to squabbles between national regulators
FRTB would prevent modelling for too many risk factors, critics claim
Dealers, customers and platforms welcome FEMR recommendations
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Regulation articles
Time-varying contributions would mitigate pro-cyclicality
Bank's collapse hampered ¥400 billion wash trade
UK regulator says it won't provide a "road map" for avoidance
Implementation of regulation such as Basel III is causing unusual outcomes say market participants
Risk review and challenge belongs on the front line, conference hears
Banks warn prices to rise under new regime
Regulators bemoan poor data quality from trade repositories impacts policy implementation
Regulation and oil prices are two biggest trends, says commodities head
Comments by speakers as they happen
Disclosure rules may catch multi-part trades if any component is deemed liquid
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.