More Correlation articles
Making way for the money-spinner
Inflation-linked structured products attracting UK investors
Capturing credit correlation between counterparty and underlying
Market analysis: Correlation and default
Dealing with a break-up
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.