A third of terrorism arrests are fraud related, conference hears
Foreign CCPs may get surprise grace period
After big banks sign up, unwritten rules mean a follow-up may be required
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Regulation articles
Lower threshold in US proposals would catch more medium-sized banks
Graduates must be warned of the serious risks of market abuse
Huge losses will affect risk modelling and capital calculation
Complex investigations and delays in trials over index rigging
EC internal markets head says clearing system not ready for pension funds
Rules on individual accountability will have big impact, say lawyers
Operational risk head calls for better benchmarking across industry
But concerns remain about effects on resolution and capital requirements
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.