Vickers "surprised" by bank's loss of enthusiasm given its support in 2012
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The authors of this paper address the shortcomings of a major assumption in the Basel accords regarding interest-risk exposure and propose two models to incorporate optionality features that are oft...
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Big players should cut local services if information on customers lacking
But close-ended, unleveraged or Ucits fund may provide an exception
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
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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.