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 Basel III articles
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Regulatory reforms seem to have left operational risk untouched, but in reality they mean substantial changes
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
Bank of England governor will chair the Basel Committee's oversight body. The committee itself will be chaired by Stefan Ingves, governor of Sweden's central bank
FSA chair highlights growing concern about foundation of risk-based regulatory capital system
Nobel winning quant makes the case for market-making as a stabilising force and a source of returns
Full impact of Solvency II’s interest rate term structure will not be felt until seven years after the directive’s introduction
Authorities should put less faith in numbers and what they are told by banks, says top Brazilian supervisor
Autorité de Contrôle Prudentiel secretary-general Danièle Nouy says looser language in the CRD IV draft won't ultimately mean weak rules in Europe
Equities do not have the necessary characteristics to be included in the liquidity coverage ratio, says general secretary Stefan Walter – but some banks disagree
Draft legislation seen by Risk contains less prescriptive language on what counts as an eligible liquid asset under the liquidity coverage ratio
Adjusting the adjustments
A capital plan
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.