David Bailey cautions against a "knee-jerk reaction"
Disclosure rules may catch multi-part trades if any component is deemed liquid
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
Requirements for non-cleared swaps delayed until September 2016 but firms in Asia may still not be ready
Watchdog claims complex products sale ban winning plaudits as soft-hands approach
Basel rules allow a combination of internal and standardised models
Regulators get "no meaningful data" from reports, argues FIA Europe head
Regulators will also ban last look without intent to trade
Swiss bank's fixed-income trading floor is home to two distinct businesses
Meetings held within Esma on June 4 and 5, as regulator weighs options
US dividend-equivalent tax change will hit high-delta products with withholding tax
Agency open to dissent in areas such as trade reporting, position limits and rule 1.35
Language neutering swaps push-out was the work of political staff and banks
"I want to see more capital held against these activities," says FDIC vice-chair
Regulators to address capital hit via standard on segregation – but not before 2017
Banks must exercise caution as they adapt to changing demands of industry, says Beth Dugan, OCC head of op risk
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.