QIS was due to get under way last month but will now start in mid-2015
Regulators argue a backstop is needed to avoid too-low modelled numbers
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Risk management articles
First consultation paper on banking book interest rate exposure is expected in March
Regulatory scrutiny will go deeper than point of sale
Fund says securitisation practices should be tightened while spurring demand
New systems and processes necessary to prevent illicit money flows
The next time a big dealer defaults, it will hit a host of swap clearing houses simultaneously
Governor of Swedish central bank discusses the quest for Basel III consistency
Regulators plan to floor modelled capital at a percentage of standardised approaches
Insurers can now sharpen forecasts and improve policies against cyber crime
Regulator reacts to complaints but defends right to change its mind
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.