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Basel III pushes US and European banks to Asia
Capital efficiency of A3 bond tempts insurers
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The foreign legion
An increase in floating rate issuance may be the start of a prolonged trend, as investors look for protection against possible interest rate hikes
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.