Chair of Lords subcommittee says UK neglect of Europe is "criminal"
Relaxation of foreign asset classification drives increase in demand
More Regulation articles
Paul Robson to face sentencing for Libor manipulation in 2017
Rigging liquidity scheme payments adds insult to injury
Regulatory initiatives welcomed by Australian financial services industry
Contracts may need overhauling to match tax-evasion law
Misleading advertising common among high-interest loan providers
Bank appears to fear hedges with a US person could drag it into Dodd-Frank regime
International banks must exert more care on dollar transactions
Roughly two-thirds believe trade talks would help fix swaps problems
CFTC position limits could scramble widely used approach to hedging
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.