Basel III and IFRS 9: A tightening of the regulations
Treacherous path ahead
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Survey from London-based think tank shows firms not yet ready to meet the data challenge posed by new financial regulation
Under the bar, over the top?
European policymakers and regulators are considering dramatic changes to the capital treatment for government bonds
Increasing numbers of infrastructure deals in Asian markets may help insurers meet their long-term liabilities, according to Prudential’s group chief executive.
Some risk officers at international and domestic banks in the Asia-Pacific region are frustrated by the regulatory focus on country-by-country stress tests and a trend towards branch liquidity.
Netting treatment in controversial current exposure method is up for discussion at an April stakeholder meeting, but regulators reject other criticisms
A call for collateral
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.