Wide-ranging changes to the the OTC derivatives market are leading insurers to upgrade their collateral management systems, often quite substantially. But the complex requirements and computational ...
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Don't fear the repo
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.