Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Liquidity is down and costs are up, compliance experts complain
Dealers query risk management, valuation and default management
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Korean won swap liquidity could suffer if KRX service is not approved
E.on and RWE resist NFC+ designation, while oil majors sign up
Bank of America and Citi likely to be in the second wave of banks
CCP looks to deliver continuity in face of regulatory change
Two-thirds of respondents say clearing will increase the cost of derivatives trades by up to 5%
Revamped ABS market will need state support if it is to be a game-changer for Europe
Banks say they will not hit revenue targets if Esma deadline is endorsed
Sponsored Q&A: Deutsche Börse Group-Eurex Exchange
Fed official also tackles repo, non-guaranteed affiliates and access to Sefs
Dealers may push for get-out clauses in trades with smaller clients
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.