Outperformance no short-term trend, as industry has seen “fundamental changes”
Proposals for revised standardised approach receive mixed response
The rapid slide of the Australian dollar has refocused attention on currency risk by local firms
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Prudential rules sought to bring about new market structure, says ex-BoE deputy governor
Cat bonds, high yield, US distressed, infrastructure risky too
India is courting global cash but barriers remain to foreign participation in market
Industry hoping for favourable outcome from pre-applications
A maths trick is taking on – and beating – fancy chips as banks try to boost their computing power
How firms and regulators are responding to pressures highlighted by November survey
Operational risk events driving business line transformation
Collateral use to become latest stage in RMB internationalisation process
Outlook for 2015: regulatory pressures to ease, further flourish expected
Complexity makes precise effect of EU legislation difficult to predict
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.