Institutions may not favour volatile, high-beta hedge fund replicators, critics say
Bank accounting has improved in past two years, BoE governor tells hearing
Government review calls for bank capital levels in "top quartile"
More Disclosure articles
Disclosure orders lift corporate veil against third-party businesses
Lawyer says bill will not cut tax avoidance, only harm investment
Open to disclosure
Down to the wire
Ten-week extension comes as welcome surprise to dealers, but industry still has concerns about timing and content of new rules
Weaknesses exist in the language of new rules meant to prevent use of insider information and other forms of market abuse in the wholesale energy sector
A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
Accentuate the negative
Think tank CSFI unsure of merits of transparency as focus on remuneration grows
Regulatory requirements in the US and Europe mean banks now have tougher pay standards to comply with
A widened scope
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.