Sponsored Q&A: Deutsche Börse Group-Eurex Exchange
Fed official also tackles repo, non-guaranteed affiliates and access to Sefs
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Dealers may push for get-out clauses in trades with smaller clients
AIFMD implementation in jurisdictions is a key factor
End-users set to bear brunt of losses, say lawyers
US regulator will lean on international principles – but to what extent?
European members of non-EU CCPs face "capital cliff"
Significant global players not on list to join Shanghai Clearing House
Sponsored Q&A: OCC
Sponsored forum: Clearing & segregation
CCP exposures not in scope of new regime, but clearing members are
Sponsored survey analysis: IBM
New chief exec prepares for "intense" European clearing fight
Sponsored webinar: Collateral and counterparty tracking
Corporates lag other participants; less than a third collateralising
German CCP cites cross-product efficiency as chief advantage
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.