Aussie super funds face higher dealer charges because of collateral rules
Sponsored survey analysis: Calypso Technology
More Collateral articles
This study examines the empirical relation between loan risk and the economic characteristics of collateral, each of which may be associated with the empirical dominance of different risk-collateral...
Gross notional exposure to interest rate and forex derivatives on the rise
Tri-party collateral management "impossible" under AIFMD guidelines
Rigid view forces repapering of trades with no benefit for policyholders
Efficiency gains have kept capital supply up, but challenges remain
Isda AGM: CME applies 20% margin haircut while LCR hits banks with 50% cut
Reuse, title transfer, reporting and derivatives in scope scrutinised
Higher discount rate can cut payouts to in-the-money clients by millions
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.