Funds could be subject to CVA charge for period of weeks or months
Affiliate and client positions not commingled, they argue
More European Parliament articles
But close-ended, unleveraged or Ucits fund may provide an exception
Mifid II proposals seen as bad for end-users and market liquidity
Chair of Lords subcommittee says UK neglect of Europe is "criminal"
Former MEP says UK would have "blindly copied" text of Basel III
Fringe gains could see proposals to modify emissions market suffer
Lobbyists say UK isolation damaging industry's voice in Europe
Threats are "people we thought were our friends"
Accord has not solved swaps liquidity fragmentation
Omnibus II rapporteur fears additional burden of global quantitative requirements
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.