Banks and regulators urged to up their game in stress tests and scenario analysis
Kieron Smith joins French bank after structured products acquisition
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 Deutsche Bank articles
Risk Awards 2015: German bank managed to marry efficiency with high margins
Nearly 2.5% of single-name CDS market changed hands in trade last September
Job changes in the derivatives, regulation and risk industry throughout Asia
Illiquid hedge funds vehicle continues to find opportunities
EU stress tests showed €34.5 billion notional legacy book
Malta increasingly preferred domicile in Europe
Deutsche AWM wins the bank technology innovation award
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
Core rates products may only be offered to “key clients”
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.