Asset-backed commercial paper (ABCP)
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The securitisation industry is keeping the pressure on in the hope of some last-minute fine-tuning of the new Basel Accord, due for completion in mid-2004.
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.