Asset manager plans to be liquidity provider if US credit market is distressed
Industry members discuss the growth of electronic trading of corporate bonds
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Liquidity risk articles
Risk Awards 2015: Software is like Facebook for bond traders - but useful
Risk Awards 2015: Credit fund profited from October meltdown
Central banks could consider direct interventions in critical markets
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Dealers access JGB pools for collateral upgrade trades – with Australian and Singapore dollar deals on the horizon
No regulatory focus on emerging Japan liquidity swaps market
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
Loss of capital fungibility creates systemic risk, according to BAML compliance head
New liquidity ratio could be undermined if EBA allows banks to estimate their own exposures
A careful balance
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.