European repo markets
CCP talking to pension funds about becoming direct repo counterparty
Concerns heard as repo industry considers voluntary adoption of clearing
More European repo markets articles
Efficiency gains have kept capital supply up, but challenges remain
Reuse, title transfer, reporting and derivatives in scope scrutinised
De Vidts’ impartiality questioned due to dual Clearstream role
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.