This paper evaluates the Korean repo market in the light of the global financial crisis.
Personal accountability rules won’t change behaviour at lower rungs until enforced
"Why wouldn't you put up... all of your capital?" asks Olsen
More Risk management articles
Asia banks slow to follow European and US peers in pulling deposit services, says BTMU's Tomballe
Leo Van Hove investigates a less-cash society from the perspective of a central bank
Intervention by France, Germany, UK could bring about “more considerate treatment”
Regulation could "kill the markets by trying to make them safer", frets Uwe Schulz
Operational risk loss data – August 2015
Growing LEI issuance has improved reporting, but what comes next?
Treating custody deposits as wholesale funding increases risk, critics say
Singapore Exchange puts up 25% of default fund capital; European and US CCPs contribute 2.6%
New global code to be finalised by May 2017
Falls in commodity prices and equity indexes have tested investors' risk appetite
Coherence of new Basel rules needs study, says BoJ deputy governor
US Treasury market has seen eight intraday moves exceeding five standard deviations since 2012
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.