IBoxx, a joint venture between seven investment banks and Deutsche Börse set up to create bond indexes, will introduce 25 ‘liquid indices’ in October. These will form the basis for exchange-tra...
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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.