New liquidity risk measures due to be adopted in forthcoming international bank capital rules will present risk management systems with significant challenges. Christopher John Brickhill discusses some...
The inclusion of a liquidity premium for all liabilities longer than one year in the European Commission’s (EC) draft technical specifications for the fifth Solvency II quantitative impact study (QIS...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Liquidity risk articles
Inter-agency funding guidance from US federal banking agencies seeks to learn lessons from the liquidity crisis.
Steep interest rate yield curves cause corporate treasurers to focus on the cost of carry.
Deputy director says IMF research shows central bank reserve managers withdrew $500 billion from deposits at commercial banks during crisis
US banking regulators have issued new liquidity risk policy co-ordinated with Basel Committee guidance.
In the months leading up to its September 2008 bankruptcy filing, Lehman Brothers repeatedly made inflated claims about the amount of liquidity it could access - failing to disclose to analysts or its own board that billions of dollars of assets in its...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future