Onshore regulator to broaden types of assets firms can trade
Move seen as first step to bring banks and insurers on to the market
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Commission may not insist on full application of its rules in all cases
As Thai investors look for more liquidity in longer-dated derivatives, structural barriers remain
Lower deposit rates will force investors to take more risk
US regulator will pursue a quicker route to exempt foreign CCPs
Collateral use to become latest stage in RMB internationalisation process
Purely domestic business of little interest to the US group
Key differences between European and US rules could hit Asia
Shanghai and Shenzhen exchanges ready to start trading
Government review calls for bank capital levels in "top quartile"
Plunging crude prices starting to impact correlated palm oil sector
US derivatives regulator to consider further CCP risk management measures
Increased volatility will spur demand for risk management tools in Asia
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.