Cleary, Gottlieb, Steen & Hamilton
A club no-one wants to join
As early as December, energy trading firms could be subject to a compliance regime for Europe's complex - and confusing - new insider-trading rules
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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.