Government review calls for bank capital levels in "top quartile"
What impact does the 'revolving door' have on regulatory independence?
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Operational risks from microlending increasing in developed and developing world
New rules introduce possible bans and fines from 2015
Many G-20 nations failing to prosecute foreign corruption
How much margin is missing in sovereign swaps? The stress test had the answer
Vendors are using new technology to squeeze more out of their systems
Report calls for greater agency collaboration in corruption efforts
Poor professional culture drives bankers to be more dishonest
Central banks could consider direct interventions in critical markets
Operational risk managers highlight repeat failures at firms
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.