This paper explores the implications for risk management of mental accounting of a call option with its underlying.
Human failings can subvert well-intentioned efforts to avoid disaster
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AMA's likely demise is latest sign of worrying trend in bank capital rules
Massad warns of heavy-handed regulation from Europe
Policy-makers responding more proactively to risks than in 1997
Half of G-Sifis face demands to change business mix or deleverage, survey finds
Transparency of segregated accounts often idealised, says Deutsche Bank
ECB says risk is very important when assessing no-go areas for CSDs
Tight deadline and limited portfolio makes measurement difficult
Regulators plan to propose single simple method
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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.