Liquidity risk
LCR should include equity, says ACP’s Nouy
Basel III liquidity coverage ratio should admit equities with significant haircuts, says Danièle Nouy at the Autorité de Contrôle Prudentiel
Autorité de Contrôle Prudentiel secretary-general Danièle Nouy says looser language in the CRD IV draft won't ultimately mean weak rules in Europe
Equities do not have the necessary characteristics to be included in the liquidity coverage ratio, says general secretary Stefan Walter – but some banks disagree
Don't get left behind
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
Basel III liquid asset definitions loosened in CRD IV draft
Draft legislation seen by Risk contains less prescriptive language on what counts as an eligible liquid asset under the liquidity coverage ratio
Regulators move to limit derivatives-supported debt in Asia
Identifying diverse funding sources and managing the associated market risks have become top priorities for Asia Pacific treasury managers who saw worst-case liquidity conditions realised during the global financial crisis. While cross-border activity...
Asia’s banks move to meet new capital and liquidity rules
Financial institutions have a raft of new capital and liquidity rules to meet during the next several years. What tools are available to help treasurers and capital planners to meet these challenges? Viren Vaghela reports
Investors debate the future of Australian debt markets
Asset owners turned out in force in Sydney on May 5 for the annual Australian Fixed Income Forum. The event featured an array of panel discussions tackling subjects such as macroeconomics, the development of RMBS, covered and corporate bond markets, and...
Australian banks still face many liquidity challenges
Australian regulators are working hard to provide a fitting solution to the liquidity conundrum facing institutions ahead of the implementation of new Basel III regulations. For the moment, a committed liquidity facility guaranteed by the Reserve Bank...
Criticism of Basel III liquidity ratios continues
The liquidity coverage ratio and net stable funding ratio in Basel III have been highlighted as among the most challenging aspects of the new capital and liquidity framework. Supervisors have promised to make alterations if necessary during the calibration...
FSB concerned about counterparty and liquidity risk in ETF market
FSB warns of counterparty risk due to rapid growth of synthetic ETF market; also expresses concern about on-demand liquidity in stressed conditions, particularly linked with vertically integrated providers.
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.
Topics of interest
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Gas Portfolio Optimisation
UK, 22nd - 23rd May 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Related Jobs
Topics of interest
