Greater flexibility welcomed, but problems may remain for mortgage lenders
ABSTRACT Because publicly available measures of deposit runoff risk are scarce, regulators' models to measure interest rate risk in the banking book are based on very coarse assumptions about the allocation...
Charge was felt to be "too difficult to capture" without complex rules
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.
More Deposits articles
First consultation paper on banking book interest rate exposure is expected in March
Regulators could cap the maturity banks assume for large chunks of their deposit base
HMT bill could destroy UK structured deposits market
New regulation on both sides of the Atlantic threatens to make money-market funds less attractive for corporate treasurers. Banks are hoping this cash will flood into fixed-term deposits instead, he...
A chance to catch up
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat ...
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
Attempts to match assets and liabilities on a country-by-country basis could be threatened if Greece exits eurozone, lenders fear
The hunt for silver linings
Investors are less likely to opt for exotic structures and underlying assets, UK distributors warn
Basel III rules may cause banks to reduce lending, worsening the economic slowdown, warn risk professionals in Asia-Pacific
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.