Bank for International Settlements (BIS)
Method could provide early-warning system
Central bankers fear buy side has not yet woken up to bond imbalance
Basel III and a rise in bad loans drive banks to reassess credit risk management
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 Bank for International Settlements (BIS) articles
Impact of US shale, speculation and bank commodity exits high on the agenda
Lower trading costs could tempt funds, managers and dealers
Sponsored statement: Moody's Analytics
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
Stephen Hart replaces Rob Pitfield as Scotiabank CRO, and other Changing Hats stories from the past month
Report says increased reliance on collateralised funding and demands of regulatory reforms have not led to any 'lasting or widespread scarcity' of high-quality assets
India central bank views repo as an increasingly important market in the wake of Basel III implementation
The deadline set by the G-20 to clear all standardised OTC derivatives has passed but a lack of regulatory clarity over the shape of reform is hampering banks in the region
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.