More Dodd-Frank Act articles
Risk awards 2011
Behind the facade
CFTC commissioners are concerned about the breadth of the Dodd-Frank swap dealer definition; staff call for electricity sector comments
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.