Liquidity risk
Greek exit threatens eurozone ALM
Attempts to match assets and liabilities on a country-by-country basis could be threatened if Greece leaves the eurozone. Banks fear the imposition of capital controls – the precursor to a redenomination...
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Liquidity risk articles
Insurers stress liquidity and lapse risk amid concern over interest...
The financial crisis put insurers’ liquidity under pressure when falling interest rates prompted policyholders to let their policies lapse. Now insurers and regulators are looking ahead to the potential impact of rising interest rates and how this could...
Liquidation cost: why mark-to-market values are wrong
Equity portfolios are marked-to-market on the assumption that each share will recoup that amount of cash – but exiting large positions has a market impact, wiping out value. New research indicates this dynamic may be governed by a universal law. Laurie...
A regulatory Catch-22: bail-in plans collide with Basel's NSFR
Basel’s liquidity rules mean banks will have to issue more long-term debt. That is not going to be easy if regulators also force senior bondholders to absorb a failing bank’s losses. By Mark Pengelly
Managing liquidity risk under new regulatory developments
Join industry experts at Asia Risk's upcoming training course in Sydney to discuss the proposed new developments and address the key methods and tools that can be utilised to measure and manage liquidity risk. View full agenda information here
South African banks push for central bank liquidity facility to help...
A central bank liquidity facility is a possible solution to the shortage of liquid assets, says a Banking Association South Africa speaker at Risk and Return 2012 in Cape Town
Banks want derivatives collateral included in LCR
Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
Reconsidering the LCR
The Basel Committee is considering several substantial changes to its liquidity coverage ratio, including scrapping the distinction between level 1 and level 2 assets. But will this help banks meet the requirement? By Michael Watt
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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